+538.9%
XRT vs DINO
+956.0%
-417.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +1.7% | +5.7% | -4.0% | +0.4% |
| 30D | +7.5% | -19.6% | +27.1% | +12.7% |
| 3M | +2.2% | +11.8% | -9.6% | -1.4% |
| 6M | +14.7% | +49.0% | -34.3% | +2.4% |
| YTD | +7.5% | +128.1% | -120.6% | -14.7% |
| 1Y | +14.1% | +96.3% | -82.2% | -6.1% |
| 3Y | +58.8% | +113.8% | -55.0% | +25.2% |
| 5Y | -3.9% | +252.7% | -256.6% | -35.4% |
| 10Y | +137.7% | +451.4% | -313.7% | +29.0% |
| All | +538.9% | +956.0% | -417.1% | +130.6% |
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