+23.5%
ADM vs DINO
+260.8%
-237.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.0% | -0.7% | +1.6% |
| 7D | +0.1% | -2.7% | +2.8% | +0.7% |
| 30D | -11.8% | -17.2% | +5.4% | -7.8% |
| 3M | -11.3% | +18.9% | -30.2% | -15.7% |
| 6M | -10.0% | +40.6% | -50.6% | -18.3% |
| YTD | +25.9% | +125.9% | -100.0% | +0.5% |
| 1Y | +26.7% | +90.9% | -64.3% | +5.6% |
| 3Y | +8.1% | +113.4% | -105.2% | -15.0% |
| 5Y | +23.5% | +258.3% | -234.8% | -10.8% |
| All | +23.5% | +260.8% | -237.3% | -10.8% |
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