+150.2%
XLE vs DINO
+253.3%
-103.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.1% | -0.6% |
| 7D | -7.9% | -10.7% | +2.8% | -3.4% |
| 30D | -4.8% | -17.8% | +12.9% | +3.2% |
| 3M | +8.4% | +23.3% | -14.9% | -1.8% |
| 6M | +12.7% | +39.6% | -26.9% | -3.9% |
| YTD | +41.3% | +121.6% | -80.3% | -3.4% |
| 1Y | +42.3% | +88.2% | -45.9% | +4.7% |
| 3Y | +65.1% | +114.4% | -49.3% | +9.7% |
| 5Y | +150.2% | +248.7% | -98.5% | +36.1% |
| All | +150.2% | +253.3% | -103.1% | +36.1% |
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