+41.9%
XLP vs DINO
+93.6%
-51.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.3% |
| 7D | +0.7% | -15.5% | +16.2% | +1.1% |
| 30D | +10.3% | -16.0% | +26.2% | +10.6% |
| 3M | +6.5% | +17.9% | -11.4% | +5.8% |
| 6M | +8.4% | +38.5% | -30.1% | +7.0% |
| YTD | +18.2% | +115.8% | -97.6% | +14.1% |
| 1Y | +22.4% | +87.1% | -64.7% | +19.1% |
| 3Y | +41.9% | +96.5% | -54.6% | +33.9% |
| All | +41.9% | +93.6% | -51.7% | +33.9% |
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