+1,094.1%
BAC vs DINO
+18,239.4%
-17,145.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.6% |
| 7D | +2.1% | -12.9% | +14.9% | +6.1% |
| 30D | -6.7% | -18.6% | +11.9% | -1.3% |
| 3M | -20.2% | +16.6% | -36.8% | -24.6% |
| 6M | -0.2% | +38.2% | -38.4% | -11.1% |
| YTD | -6.4% | +119.3% | -125.7% | -28.7% |
| 1Y | -3.1% | +84.3% | -87.4% | -22.2% |
| 3Y | +96.7% | +107.1% | -10.4% | +48.7% |
| 5Y | +21.3% | +249.9% | -228.7% | -25.3% |
| 10Y | +237.7% | +428.8% | -191.1% | +67.7% |
| All | +1,094.1% | +18,239.4% | -17,145.3% | +233.3% |
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