+264.0%
DINO vs AUR
-36.7%
+300.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | -0.2% |
| 7D | +1.5% | +0.2% | +1.3% | +1.5% |
| 30D | +25.9% | -8.9% | +34.8% | +26.4% |
| 3M | +53.2% | +4.6% | +48.5% | +52.4% |
| 6M | +105.5% | +44.9% | +60.6% | +99.6% |
| YTD | +139.2% | +64.8% | +74.4% | +130.0% |
| 1Y | +117.4% | +16.4% | +101.0% | +112.8% |
| 3Y | +99.3% | +85.1% | +14.2% | +83.6% |
| 5Y | +333.0% | -36.1% | +369.1% | +284.1% |
| All | +264.0% | -36.7% | +300.7% | +226.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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