+64.3%
XLF vs DINO
+326.7%
-262.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | -1.5% | +2.3% | -3.8% | -1.8% |
| 30D | -1.2% | +22.6% | -23.8% | -4.5% |
| 3M | +9.2% | +55.2% | -46.1% | +1.0% |
| 6M | +16.3% | +93.8% | -77.4% | +2.9% |
| YTD | +5.4% | +139.5% | -134.1% | -11.0% |
| 1Y | +7.6% | +115.3% | -107.7% | -7.5% |
| 3Y | +74.2% | +98.8% | -24.6% | +47.4% |
| All | +64.3% | +326.7% | -262.4% | +16.5% |
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