+44.8%
XLP vs DINO
+115.3%
-70.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +2.5% | +5.7% | -3.2% | +2.4% |
| 30D | +7.3% | -19.6% | +26.9% | +7.8% |
| 3M | +8.1% | +11.8% | -3.7% | +7.5% |
| 6M | +10.5% | +49.0% | -38.5% | +8.9% |
| YTD | +21.2% | +128.1% | -106.9% | +16.9% |
| 1Y | +22.7% | +96.3% | -73.6% | +19.4% |
| 3Y | +44.8% | +113.8% | -69.0% | +35.6% |
| All | +44.8% | +115.3% | -70.5% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling