+34.1%
XLP vs DINO
+307.7%
-273.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.8% |
| 7D | -1.0% | +5.7% | -6.7% | -1.2% |
| 30D | -0.9% | +27.8% | -28.7% | -1.8% |
| 3M | +3.8% | +45.6% | -41.8% | +2.2% |
| 6M | -1.7% | +88.5% | -90.2% | -4.4% |
| YTD | +10.3% | +134.1% | -123.9% | +6.0% |
| 1Y | +7.8% | +111.1% | -103.3% | +4.2% |
| 3Y | +27.2% | +109.1% | -81.9% | +21.4% |
| All | +34.1% | +307.7% | -273.6% | +27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling