+97.6%
AGG vs DINO
+7,583.3%
-7,485.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | -0.1% | -0.2% |
| 7D | -0.2% | +2.0% | -2.1% | -0.2% |
| 30D | -0.2% | +27.7% | -27.9% | -0.1% |
| 3M | -0.7% | +56.3% | -57.0% | -0.5% |
| 6M | -1.8% | +107.6% | -109.3% | -1.4% |
| YTD | -0.6% | +140.2% | -140.8% | -0.1% |
| 1Y | +0.4% | +113.0% | -112.6% | +0.8% |
| 3Y | +13.2% | +100.1% | -86.9% | +13.7% |
| 5Y | -2.0% | +328.7% | -330.7% | -1.1% |
| 10Y | +15.1% | +489.2% | -474.1% | +16.5% |
| All | +97.6% | +7,583.3% | -7,485.6% | +96.1% |
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