+63.9%
CSCO vs DINO
+111.1%
-47.1%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | -0.7% | +5.7% | -6.4% | -1.0% |
| 30D | -10.1% | +27.8% | -37.9% | -11.8% |
| 3M | -15.7% | +45.6% | -61.3% | -18.7% |
| 6M | +36.3% | +88.5% | -52.2% | +28.5% |
| YTD | +43.8% | +134.1% | -90.3% | +34.5% |
| 1Y | +63.9% | +111.1% | -47.2% | +54.0% |
| All | +63.9% | +111.1% | -47.1% | +54.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling