+21.3%
BAC vs DINO
+245.2%
-223.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | +2.1% | -12.9% | +14.9% | +5.2% |
| 30D | -6.7% | -18.6% | +11.9% | -2.6% |
| 3M | -20.2% | +16.6% | -36.8% | -23.9% |
| 6M | -0.2% | +38.2% | -38.4% | -9.4% |
| YTD | -6.4% | +119.3% | -125.7% | -26.1% |
| 1Y | -3.1% | +84.3% | -87.4% | -19.6% |
| 3Y | +96.7% | +107.1% | -10.4% | +51.9% |
| 5Y | +21.3% | +249.9% | -228.7% | -18.8% |
| All | +21.3% | +245.2% | -223.9% | -18.8% |
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