+633.7%
XLU vs DINO
+30,236.8%
-29,603.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -1.2% | +1.5% | -2.7% | -1.4% |
| 30D | -2.5% | +25.9% | -28.5% | -5.3% |
| 3M | -2.7% | +53.2% | -55.9% | -7.9% |
| 6M | -7.5% | +105.5% | -112.9% | -15.7% |
| YTD | +0.9% | +139.2% | -138.3% | -10.0% |
| 1Y | +3.3% | +117.4% | -114.1% | -7.0% |
| 3Y | +47.3% | +99.3% | -52.0% | +32.2% |
| 5Y | +44.4% | +333.0% | -288.6% | +15.0% |
| 10Y | +140.8% | +486.9% | -346.1% | +70.7% |
| All | +633.7% | +30,236.8% | -29,603.1% | +214.8% |
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