+46.5%
ADP vs DINO
+328.8%
-282.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.8% | -6.2% | -3.8% |
| 7D | -5.5% | +4.2% | -9.7% | -5.9% |
| 30D | -1.2% | +33.9% | -35.1% | -4.6% |
| 3M | +17.9% | +50.5% | -32.7% | +12.1% |
| 6M | +20.3% | +95.2% | -74.8% | +10.9% |
| YTD | +5.8% | +140.6% | -134.7% | -5.2% |
| 1Y | -7.7% | +119.0% | -126.7% | -16.5% |
| 3Y | +14.7% | +100.4% | -85.7% | +2.8% |
| All | +46.5% | +328.8% | -282.3% | +21.8% |
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