+9,127.5%
QLD vs DINO
+1,035.3%
+8,092.2%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.6% |
| 7D | +0.6% | +5.7% | -5.2% | -1.6% |
| 30D | -0.1% | +27.8% | -28.0% | -9.5% |
| 3M | -8.4% | +45.6% | -54.0% | -21.7% |
| 6M | +32.2% | +88.5% | -56.3% | +0.7% |
| YTD | +28.9% | +134.1% | -105.2% | -11.0% |
| 1Y | +43.8% | +111.1% | -67.3% | +3.1% |
| 3Y | +176.6% | +109.1% | +67.5% | +92.5% |
| 5Y | +121.6% | +307.2% | -185.6% | +11.0% |
| 10Y | +1,652.9% | +495.9% | +1,157.0% | +507.5% |
| All | +9,127.5% | +1,035.3% | +8,092.2% | +1,595.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling