+193.3%
COP vs DINO
+328.2%
-134.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -0.5% | +2.0% | -2.4% | -1.4% |
| 30D | +11.7% | +27.7% | -16.0% | -0.9% |
| 3M | +17.7% | +56.3% | -38.6% | -5.9% |
| 6M | +18.3% | +107.6% | -89.2% | -18.0% |
| YTD | +49.1% | +140.2% | -91.1% | -5.2% |
| 1Y | +53.3% | +113.0% | -59.7% | +3.2% |
| 3Y | +22.2% | +100.1% | -77.9% | -18.8% |
| 5Y | +193.3% | +328.7% | -135.4% | +33.3% |
| All | +193.3% | +328.2% | -134.9% | +33.3% |
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 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