+109.6%
CTAS vs DINO
+328.2%
-218.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | -0.1% | -0.2% |
| 7D | +1.0% | +2.0% | -1.0% | +0.8% |
| 30D | -1.1% | +27.7% | -28.7% | -2.9% |
| 3M | +11.5% | +56.3% | -44.8% | +7.6% |
| 6M | +0.2% | +107.6% | -107.4% | -6.1% |
| YTD | +7.2% | +140.2% | -133.0% | -1.2% |
| 1Y | 0.0% | +113.0% | -113.0% | -6.8% |
| 3Y | +65.9% | +100.1% | -34.2% | +51.9% |
| 5Y | +109.6% | +328.7% | -219.2% | +78.7% |
| All | +109.6% | +328.2% | -218.6% | +78.7% |
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 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