+324.6%
DINO vs ALM
+1,033.0%
-708.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +8.8% | -6.1% | +2.5% |
| 7D | +4.2% | +8.4% | -4.2% | +3.9% |
| 30D | +33.9% | +34.8% | -1.0% | +32.6% |
| 3M | +50.5% | +16.2% | +34.3% | +49.5% |
| 6M | +95.2% | +2.1% | +93.0% | +93.6% |
| YTD | +140.6% | +117.0% | +23.5% | +130.8% |
| 1Y | +119.0% | +313.9% | -194.9% | +103.1% |
| 3Y | +100.4% | +2,327.9% | -2,227.6% | +62.1% |
| 5Y | +324.6% | +1,040.6% | -716.0% | +264.3% |
| All | +324.6% | +1,033.0% | -708.4% | +264.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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