+35.0%
XLB vs DINO
+328.2%
-293.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -2.9% | +2.0% | -4.9% | -3.3% |
| 30D | -3.4% | +27.7% | -31.0% | -7.2% |
| 3M | +1.6% | +56.3% | -54.7% | -6.1% |
| 6M | +3.6% | +107.6% | -103.9% | -9.6% |
| YTD | +14.2% | +140.2% | -125.9% | -3.7% |
| 1Y | +15.6% | +113.0% | -97.4% | -0.5% |
| 3Y | +33.1% | +100.1% | -67.0% | +12.1% |
| 5Y | +35.0% | +328.7% | -293.7% | -1.3% |
| All | +35.0% | +328.2% | -293.1% | -1.3% |
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 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