+11,671.2%
COST vs DINO
+20,012.8%
-8,341.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.4% | -0.9% |
| 7D | -3.2% | +4.2% | -7.3% | -3.6% |
| 30D | -4.0% | +33.9% | -37.8% | -6.8% |
| 3M | -6.5% | +50.5% | -57.0% | -10.4% |
| 6M | -8.5% | +95.2% | -103.7% | -14.8% |
| YTD | +6.0% | +140.6% | -134.5% | -3.5% |
| 1Y | -5.8% | +119.0% | -124.8% | -13.5% |
| 3Y | +71.8% | +100.4% | -28.6% | +57.3% |
| 5Y | +106.2% | +324.6% | -218.4% | +71.9% |
| 10Y | +602.0% | +485.3% | +116.8% | +430.9% |
| All | +11,671.2% | +20,012.8% | -8,341.6% | +5,159.2% |
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 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