+16.5%
CME vs DINO
+93.3%
-76.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +3.9% | +5.7% | -1.7% | +3.6% |
| 30D | +11.3% | -19.6% | +30.9% | +12.8% |
| 3M | +19.6% | +11.8% | +7.8% | +18.9% |
| 6M | +8.1% | +49.0% | -40.9% | +5.6% |
| YTD | +20.4% | +128.1% | -107.7% | +12.6% |
| 1Y | +16.5% | +96.3% | -79.8% | +10.3% |
| All | +16.5% | +93.3% | -76.8% | +10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling