+99.3%
DINO vs AWK
+9.9%
+89.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.2% |
| 7D | +2.0% | +0.6% | +1.4% | +2.0% |
| 30D | +27.7% | +4.3% | +23.4% | +28.0% |
| 3M | +56.3% | +12.5% | +43.8% | +57.3% |
| 6M | +107.6% | +3.3% | +104.3% | +108.2% |
| YTD | +140.2% | +9.8% | +130.4% | +141.5% |
| 1Y | +113.0% | +2.9% | +110.1% | +114.2% |
| All | +99.3% | +9.9% | +89.5% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 3y: compounded portfolio wealth divided by compounded AWK 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…
3y analysis · Full analysis span regression · 6 months rolling