+37.6%
XLC vs DINO
+328.2%
-290.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.5% | -0.6% |
| 7D | -1.4% | +2.0% | -3.4% | -1.6% |
| 30D | -0.9% | +27.7% | -28.6% | -3.8% |
| 3M | -0.3% | +56.3% | -56.6% | -5.8% |
| 6M | -5.2% | +107.6% | -112.7% | -14.1% |
| YTD | -5.3% | +140.2% | -145.5% | -16.4% |
| 1Y | -2.8% | +113.0% | -115.8% | -12.7% |
| 3Y | +71.2% | +100.1% | -28.9% | +50.6% |
| 5Y | +37.6% | +328.7% | -291.2% | +7.2% |
| All | +37.6% | +328.2% | -290.6% | +7.2% |
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 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