+220,352.3%
CSCO vs DINO
+19,012.6%
+201,339.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | -0.7% | +5.7% | -6.4% | -1.6% |
| 30D | -10.1% | +27.8% | -37.9% | -14.0% |
| 3M | -15.7% | +45.6% | -61.3% | -21.3% |
| 6M | +36.3% | +88.5% | -52.2% | +21.3% |
| YTD | +43.8% | +134.1% | -90.3% | +22.9% |
| 1Y | +63.9% | +111.1% | -47.2% | +42.3% |
| 3Y | +104.4% | +109.1% | -4.8% | +74.6% |
| 5Y | +111.4% | +307.2% | -195.8% | +56.4% |
| 10Y | +361.7% | +495.9% | -134.3% | +198.9% |
| All | +220,352.3% | +19,012.6% | +201,339.7% | +94,437.7% |
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