+1,106.7%
XLY vs DINO
+30,270.6%
-29,163.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -1.7% | +2.3% | -4.0% | -2.1% |
| 30D | -4.2% | +22.6% | -26.8% | -7.7% |
| 3M | -2.7% | +55.2% | -57.9% | -10.4% |
| 6M | -0.6% | +93.8% | -94.4% | -12.6% |
| YTD | -5.0% | +139.5% | -144.5% | -20.0% |
| 1Y | -4.1% | +115.3% | -119.4% | -17.8% |
| 3Y | +33.6% | +98.8% | -65.2% | +14.2% |
| 5Y | +28.7% | +333.5% | -304.8% | -7.2% |
| 10Y | +219.6% | +487.5% | -267.9% | +99.4% |
| All | +1,106.7% | +30,270.6% | -29,163.8% | +331.6% |
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