+1,111.5%
XLI vs DINO
+30,402.9%
-29,291.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.2% | -1.0% |
| 7D | +1.0% | +4.2% | -3.2% | +0.2% |
| 30D | -5.8% | +33.9% | -39.7% | -11.2% |
| 3M | +0.7% | +50.5% | -49.8% | -7.6% |
| 6M | +3.2% | +95.2% | -92.0% | -10.7% |
| YTD | +13.0% | +140.6% | -127.5% | -6.6% |
| 1Y | +16.8% | +119.0% | -102.2% | -1.9% |
| 3Y | +72.4% | +100.4% | -28.0% | +44.6% |
| 5Y | +82.8% | +324.6% | -241.8% | +27.5% |
| 10Y | +252.4% | +485.3% | -232.9% | +112.7% |
| All | +1,111.5% | +30,402.9% | -29,291.4% | +310.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling