+513.3%
XRT vs DINO
+983.7%
-470.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | +0.8% | +5.7% | -4.9% | -0.6% |
| 30D | -4.2% | +27.8% | -32.0% | -9.9% |
| 3M | +5.1% | +45.6% | -40.5% | -4.7% |
| 6M | +2.4% | +88.5% | -86.0% | -13.6% |
| YTD | +3.2% | +134.1% | -130.9% | -18.0% |
| 1Y | +1.5% | +111.1% | -109.6% | -17.5% |
| 3Y | +40.6% | +109.1% | -68.5% | +12.1% |
| 5Y | -1.0% | +307.2% | -308.2% | -35.4% |
| 10Y | +128.4% | +495.9% | -367.5% | +21.8% |
| All | +513.3% | +983.7% | -470.4% | +121.7% |
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 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