+24.3%
XLP vs DINO
+105.4%
-81.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -7.8% | +11.1% | +3.1% |
| 7D | +5.9% | -6.6% | +12.5% | +5.6% |
| 30D | +13.5% | -9.2% | +22.7% | +13.1% |
| 3M | +8.4% | +19.2% | -10.8% | +8.8% |
| 6M | +11.5% | +47.6% | -36.0% | +12.7% |
| YTD | +20.6% | +132.2% | -111.6% | +21.3% |
| 1Y | +24.3% | +102.0% | -77.7% | +26.2% |
| All | +24.3% | +105.4% | -81.1% | +26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling