+126.8%
COP vs DINO
+260.8%
-134.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.0% | -1.3% | +0.3% |
| 7D | +0.7% | -2.7% | +3.4% | +1.8% |
| 30D | +0.2% | -17.2% | +17.5% | +9.0% |
| 3M | +10.2% | +18.9% | -8.7% | +0.5% |
| 6M | +20.1% | +40.6% | -20.5% | +0.4% |
| YTD | +50.5% | +125.9% | -75.4% | -1.8% |
| 1Y | +56.8% | +90.9% | -34.1% | +11.1% |
| 3Y | +30.3% | +113.4% | -83.1% | -16.7% |
| 5Y | +126.8% | +258.3% | -131.5% | +19.7% |
| All | +126.8% | +260.8% | -134.0% | +19.7% |
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