+552.8%
XLP vs DINO
+27,268.4%
-26,715.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.2% |
| 7D | +0.7% | -15.5% | +16.2% | +2.1% |
| 30D | +10.3% | -16.0% | +26.2% | +11.7% |
| 3M | +6.5% | +17.9% | -11.4% | +4.8% |
| 6M | +8.4% | +38.5% | -30.1% | +4.9% |
| YTD | +18.2% | +115.8% | -97.6% | +9.7% |
| 1Y | +22.4% | +87.1% | -64.7% | +15.0% |
| 3Y | +41.9% | +96.5% | -54.6% | +31.3% |
| 5Y | +40.9% | +249.9% | -209.0% | +21.8% |
| 10Y | +128.4% | +472.9% | -344.5% | +79.4% |
| All | +552.8% | +27,268.4% | -26,715.6% | +284.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling