+34.5%
XLB vs DINO
+106.4%
-71.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.7% | -1.3% |
| 7D | -0.2% | +4.2% | -4.4% | -0.8% |
| 30D | -1.7% | +33.9% | -35.6% | -5.7% |
| 3M | +4.4% | +50.5% | -46.2% | -2.0% |
| 6M | +5.0% | +95.2% | -90.1% | -6.4% |
| YTD | +15.5% | +140.6% | -125.1% | -2.1% |
| 1Y | +14.9% | +119.0% | -104.0% | -0.9% |
| 3Y | +34.5% | +100.4% | -65.8% | +6.9% |
| All | +34.5% | +106.4% | -71.9% | +6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling