+10,816.5%
ADP vs DINO
+19,474.2%
-8,657.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.0% |
| 7D | -3.4% | +5.7% | -9.1% | -4.2% |
| 30D | +2.8% | +27.8% | -25.0% | -0.8% |
| 3M | +20.9% | +45.6% | -24.7% | +14.4% |
| 6M | +29.9% | +88.5% | -58.6% | +18.2% |
| YTD | +9.6% | +134.1% | -124.5% | -3.6% |
| 1Y | -5.3% | +111.1% | -116.4% | -15.6% |
| 3Y | +16.5% | +109.1% | -92.6% | +2.2% |
| 5Y | +49.4% | +307.2% | -257.8% | +16.6% |
| 10Y | +282.2% | +495.9% | -213.7% | +167.9% |
| All | +10,816.5% | +19,474.2% | -8,657.7% | +5,295.4% |
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