+7,654.3%
CME vs DINO
+8,577.1%
-922.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.1% | -0.3% |
| 7D | +2.7% | +5.0% | -2.3% | +1.6% |
| 30D | +13.5% | -19.9% | +33.4% | +18.7% |
| 3M | +20.9% | +16.8% | +4.1% | +16.3% |
| 6M | +11.5% | +44.8% | -33.3% | +1.9% |
| YTD | +19.5% | +128.0% | -108.6% | -1.9% |
| 1Y | +17.2% | +95.0% | -77.8% | -0.5% |
| 3Y | +65.1% | +115.4% | -50.2% | +32.7% |
| 5Y | +73.1% | +252.6% | -179.5% | +17.5% |
| 10Y | +305.3% | +451.2% | -146.0% | +111.2% |
| All | +7,654.3% | +8,577.1% | -922.8% | +2,026.1% |
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