+252.4%
DINO vs ALM
+410.2%
-157.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.7% | -7.7% | -0.2% |
| 7D | +5.7% | +1.2% | +4.5% | +5.6% |
| 30D | -19.6% | -19.3% | -0.2% | -19.2% |
| 3M | +11.8% | -40.6% | +52.4% | +13.0% |
| 6M | +49.0% | -57.9% | +106.9% | +51.6% |
| YTD | +128.1% | -6.7% | +134.8% | +123.6% |
| 1Y | +96.3% | +20.2% | +76.1% | +90.1% |
| 3Y | +113.8% | +879.4% | -765.7% | +80.0% |
| All | +252.4% | +410.2% | -157.9% | +207.0% |
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