+21.4%
XLB vs DINO
+93.3%
-71.9%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +0.5% | +5.7% | -5.2% | +0.7% |
| 30D | +5.2% | -19.6% | +24.7% | +4.3% |
| 3M | +0.3% | +11.8% | -11.5% | +0.6% |
| 6M | +1.2% | +49.0% | -47.8% | +2.1% |
| YTD | +16.6% | +128.1% | -111.5% | +12.9% |
| 1Y | +21.4% | +96.3% | -74.9% | +19.7% |
| All | +21.4% | +93.3% | -71.9% | +19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling