+103.6%
CSCO vs DINO
+260.8%
-157.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.0% | -0.3% | +2.2% |
| 7D | -2.8% | -2.7% | 0.0% | -2.3% |
| 30D | -12.6% | -17.2% | +4.6% | -10.4% |
| 3M | -16.0% | +18.9% | -34.9% | -18.4% |
| 6M | +2.8% | +40.6% | -37.7% | -3.0% |
| YTD | +33.2% | +125.9% | -92.7% | +16.2% |
| 1Y | +43.1% | +90.9% | -47.8% | +28.1% |
| 3Y | +106.7% | +113.4% | -6.7% | +76.0% |
| 5Y | +103.6% | +258.3% | -154.8% | +61.8% |
| All | +103.6% | +260.8% | -157.2% | +61.8% |
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