+80.4%
XLI vs DINO
+319.5%
-239.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | -2.3% | +1.5% | -3.8% | -2.5% |
| 30D | -8.2% | +25.9% | -34.1% | -11.3% |
| 3M | +0.8% | +53.2% | -52.4% | -5.8% |
| 6M | +0.8% | +105.5% | -104.6% | -10.7% |
| YTD | +10.5% | +139.2% | -128.7% | -5.3% |
| 1Y | +14.1% | +117.4% | -103.3% | -0.7% |
| 3Y | +68.6% | +99.3% | -30.7% | +44.0% |
| 5Y | +80.4% | +333.0% | -252.6% | +35.6% |
| All | +80.4% | +319.5% | -239.1% | +35.6% |
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