+136.2%
XLP vs DINO
+449.3%
-313.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.4% | -0.5% |
| 7D | -0.2% | +5.0% | -5.2% | -0.6% |
| 30D | +8.2% | -19.9% | +28.1% | +9.9% |
| 3M | +7.7% | +16.8% | -9.0% | +6.1% |
| 6M | +9.3% | +44.8% | -35.5% | +5.6% |
| YTD | +19.5% | +128.0% | -108.6% | +10.6% |
| 1Y | +21.0% | +95.0% | -74.0% | +13.5% |
| 3Y | +43.2% | +115.4% | -72.1% | +31.7% |
| 5Y | +42.7% | +252.6% | -209.9% | +23.2% |
| All | +136.2% | +449.3% | -313.2% | +88.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling