+10.3%
ADM vs DINO
+115.3%
-104.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | +4.2% | +5.7% | -1.5% | +2.7% |
| 30D | -12.8% | -19.6% | +6.7% | -8.2% |
| 3M | -8.5% | +11.8% | -20.3% | -11.6% |
| 6M | -10.9% | +49.0% | -59.9% | -20.4% |
| YTD | +29.4% | +128.1% | -98.7% | +2.7% |
| 1Y | +27.5% | +96.3% | -68.8% | +5.3% |
| 3Y | +10.3% | +113.8% | -103.4% | -15.1% |
| All | +10.3% | +115.3% | -104.9% | -15.1% |
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