+45.4%
ADP vs DINO
+113.2%
-67.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.0% | -2.7% | +0.1% |
| 7D | +0.9% | -2.7% | +3.6% | +1.1% |
| 30D | +11.9% | -17.2% | +29.1% | +13.5% |
| 3M | +13.7% | +18.9% | -5.2% | +11.7% |
| 6M | +46.8% | +40.6% | +6.2% | +41.7% |
| YTD | +21.8% | +125.9% | -104.2% | +12.5% |
| 1Y | +23.5% | +90.9% | -67.4% | +16.0% |
| All | +45.4% | +113.2% | -67.8% | +29.5% |
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