-4.4%
DDOG vs DINO
+265.6%
-270.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | +5.6% | +5.0% | +0.6% | +4.5% |
| 30D | -34.9% | -19.9% | -15.0% | -31.9% |
| 3M | -23.4% | +16.8% | -40.2% | -26.0% |
| 6M | -7.7% | +44.8% | -52.6% | -14.8% |
| YTD | +35.6% | +128.0% | -92.4% | +13.4% |
| 1Y | -3.4% | +95.0% | -98.4% | -16.5% |
| 3Y | +78.0% | +115.4% | -37.4% | +44.8% |
| 5Y | -4.4% | +252.6% | -257.0% | -28.1% |
| All | -4.4% | +265.6% | -270.0% | -28.1% |
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