+43.4%
XRT vs DINO
+106.4%
-63.1%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.8% | -4.9% | -2.7% |
| 7D | -0.3% | +4.2% | -4.4% | -1.1% |
| 30D | -5.6% | +33.9% | -39.5% | -11.0% |
| 3M | +2.5% | +50.5% | -48.0% | -5.9% |
| 6M | +3.7% | +95.2% | -91.5% | -11.4% |
| YTD | +1.0% | +140.6% | -139.6% | -19.3% |
| 1Y | -1.2% | +119.0% | -120.2% | -19.1% |
| 3Y | +43.4% | +100.4% | -57.0% | +8.3% |
| All | +43.4% | +106.4% | -63.1% | +8.3% |
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