+29.9%
COP vs DINO
+113.2%
-83.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.0% | -1.3% | +0.4% |
| 7D | +0.7% | -2.7% | +3.4% | +1.7% |
| 30D | +0.2% | -17.2% | +17.5% | +8.3% |
| 3M | +10.2% | +18.9% | -8.7% | +1.3% |
| 6M | +20.1% | +40.6% | -20.5% | +1.9% |
| YTD | +50.5% | +125.9% | -75.4% | +1.1% |
| 1Y | +56.8% | +90.9% | -34.1% | +14.0% |
| All | +29.9% | +113.2% | -83.3% | -19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling