+67.1%
ADM vs DINO
+328.2%
-261.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.5% |
| 7D | +1.4% | +2.0% | -0.6% | +0.9% |
| 30D | +8.2% | +27.7% | -19.5% | +1.5% |
| 3M | +8.7% | +56.3% | -47.6% | -3.2% |
| 6M | +29.1% | +107.6% | -78.5% | +6.7% |
| YTD | +53.7% | +140.2% | -86.5% | +21.5% |
| 1Y | +43.2% | +113.0% | -69.7% | +16.6% |
| 3Y | +21.4% | +100.1% | -78.7% | -2.6% |
| 5Y | +67.1% | +328.7% | -261.6% | +15.3% |
| All | +67.1% | +328.2% | -261.1% | +15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling