+135.9%
XLU vs DINO
+492.4%
-356.5%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -1.6% | +2.3% | -3.9% | -1.8% |
| 30D | -3.3% | +22.6% | -26.0% | -5.3% |
| 3M | -3.2% | +55.2% | -58.4% | -7.4% |
| 6M | -7.0% | +93.8% | -100.7% | -13.3% |
| YTD | +0.6% | +139.5% | -138.9% | -8.5% |
| 1Y | +2.4% | +115.3% | -112.9% | -5.9% |
| 3Y | +46.3% | +98.8% | -52.5% | +33.8% |
| 5Y | +44.0% | +333.5% | -289.5% | +18.9% |
| All | +135.9% | +492.4% | -356.5% | +88.1% |
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 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