+108.4%
CSCO vs DINO
+98.1%
+10.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | 0.0% | +2.0% | -2.0% | -0.3% |
| 30D | -10.7% | +27.7% | -38.4% | -14.2% |
| 3M | -8.7% | +56.3% | -65.0% | -15.7% |
| 6M | +44.9% | +107.6% | -62.6% | +27.1% |
| YTD | +44.1% | +140.2% | -96.0% | +22.6% |
| 1Y | +65.9% | +113.0% | -47.1% | +44.0% |
| All | +108.4% | +98.1% | +10.2% | +68.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling