+224.3%
CTVA vs DINO
+235.0%
-10.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.8% | -5.0% | -2.9% |
| 7D | -2.1% | +4.2% | -6.3% | -3.1% |
| 30D | +12.0% | +33.9% | -21.8% | +3.7% |
| 3M | +13.5% | +50.5% | -37.1% | +1.4% |
| 6M | +12.1% | +95.2% | -83.0% | -7.1% |
| YTD | +29.0% | +140.6% | -111.5% | +0.4% |
| 1Y | +18.9% | +119.0% | -100.1% | -5.4% |
| 3Y | +78.9% | +100.4% | -21.5% | +42.1% |
| 5Y | +105.2% | +324.6% | -219.4% | +27.9% |
| All | +224.3% | +235.0% | -10.7% | +89.7% |
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