+289.2%
DINO vs ALM
+7,705.7%
-7,416.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.7% |
| 7D | +5.7% | -2.6% | +8.3% | +5.7% |
| 30D | +27.8% | +32.0% | -4.2% | +27.7% |
| 3M | +45.6% | -15.0% | +60.7% | +45.6% |
| 6M | +88.5% | -10.1% | +98.6% | +88.4% |
| YTD | +134.1% | +99.4% | +34.7% | +133.5% |
| 1Y | +111.1% | +316.4% | -205.2% | +110.0% |
| 3Y | +109.1% | +2,022.0% | -1,912.9% | +106.8% |
| 5Y | +307.2% | +941.2% | -634.0% | +303.2% |
| 10Y | +495.9% | +2,950.3% | -2,454.4% | +487.8% |
| All | +289.2% | +7,705.7% | -7,416.5% | +277.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling