+82.1%
QLD vs DINO
+250.9%
-168.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +7.0% | +5.7% | +1.3% | +5.5% |
| 30D | -14.3% | -19.6% | +5.2% | -9.6% |
| 3M | -16.0% | +11.8% | -27.8% | -19.2% |
| 6M | -14.2% | +49.0% | -63.2% | -24.4% |
| YTD | +12.8% | +128.1% | -115.4% | -14.7% |
| 1Y | +14.1% | +96.3% | -82.2% | -9.3% |
| 3Y | +146.0% | +113.8% | +32.2% | +78.4% |
| All | +82.1% | +250.9% | -168.9% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DINO.
Daily Out/Under-Performance
Portfolio return minus DINO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DINO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DINO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling