+4,766.3%
COP vs DINO
+18,972.9%
-14,206.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +4.4% | +5.7% | -1.3% | +2.4% |
| 30D | 0.0% | -19.6% | +19.5% | +7.6% |
| 3M | +15.0% | +11.8% | +3.2% | +10.0% |
| 6M | +22.0% | +49.0% | -27.0% | +5.0% |
| YTD | +55.3% | +128.1% | -72.8% | +14.2% |
| 1Y | +64.1% | +96.3% | -32.2% | +27.1% |
| 3Y | +34.1% | +113.8% | -79.7% | -1.1% |
| 5Y | +133.4% | +252.7% | -119.3% | +42.9% |
| 10Y | +338.6% | +451.4% | -112.8% | +124.3% |
| All | +4,766.3% | +18,972.9% | -14,206.6% | +1,081.6% |
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