+820.5%
XLB vs DINO
+29,586.2%
-28,765.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | -1.4% | +5.7% | -7.1% | -2.6% |
| 30D | -0.4% | +27.8% | -28.2% | -5.9% |
| 3M | +2.0% | +45.6% | -43.7% | -7.0% |
| 6M | +1.8% | +88.5% | -86.6% | -13.0% |
| YTD | +16.6% | +134.1% | -117.5% | -5.8% |
| 1Y | +16.9% | +111.1% | -94.2% | -3.5% |
| 3Y | +32.6% | +109.1% | -76.6% | +7.1% |
| 5Y | +35.6% | +307.2% | -271.5% | -9.5% |
| 10Y | +160.0% | +495.9% | -335.9% | +42.2% |
| All | +820.5% | +29,586.2% | -28,765.7% | +163.8% |
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