+12,023.7%
ADP vs DINO
+18,790.9%
-6,767.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.0% | -2.7% | -0.1% |
| 7D | +0.9% | -2.7% | +3.6% | +1.3% |
| 30D | +11.9% | -17.2% | +29.1% | +14.6% |
| 3M | +13.7% | +18.9% | -5.2% | +10.6% |
| 6M | +46.8% | +40.6% | +6.2% | +39.0% |
| YTD | +21.8% | +125.9% | -104.2% | +7.3% |
| 1Y | +23.5% | +90.9% | -67.4% | +11.4% |
| 3Y | +44.1% | +113.4% | -69.3% | +25.8% |
| 5Y | +49.9% | +258.3% | -208.5% | +19.0% |
| 10Y | +318.8% | +446.1% | -127.4% | +197.0% |
| All | +12,023.7% | +18,790.9% | -6,767.2% | +5,902.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling