+46.3%
XLU vs DINO
+97.6%
-51.3%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -1.6% | +2.3% | -3.9% | -1.7% |
| 30D | -3.3% | +22.6% | -26.0% | -4.3% |
| 3M | -3.2% | +55.2% | -58.4% | -5.4% |
| 6M | -7.0% | +93.8% | -100.7% | -10.5% |
| YTD | +0.6% | +139.5% | -138.9% | -5.0% |
| 1Y | +2.4% | +115.3% | -112.9% | -2.5% |
| 3Y | +46.3% | +98.8% | -52.5% | +32.7% |
| All | +46.3% | +97.6% | -51.3% | +32.7% |
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 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