-5.8%
XLC vs DINO
+105.4%
-111.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -7.8% | +11.2% | +2.9% |
| 7D | +1.8% | -6.6% | +8.4% | +1.3% |
| 30D | -6.0% | -9.2% | +3.3% | -6.4% |
| 3M | -6.0% | +19.2% | -25.2% | -5.1% |
| 6M | -9.1% | +47.6% | -56.6% | -7.1% |
| YTD | -10.0% | +132.2% | -142.3% | -8.5% |
| 1Y | -5.8% | +102.0% | -107.8% | -3.2% |
| All | -5.8% | +105.4% | -111.2% | -3.2% |
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