+475.0%
DINO vs BRO
+294.2%
+180.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +2.3% | -7.3% | +9.6% | +5.2% |
| 30D | +22.6% | -6.9% | +29.5% | +25.7% |
| 3M | +55.2% | +10.7% | +44.6% | +47.4% |
| 6M | +93.8% | -2.7% | +96.5% | +92.8% |
| YTD | +139.5% | -16.3% | +155.8% | +153.5% |
| 1Y | +115.3% | -29.1% | +144.4% | +144.5% |
| 3Y | +98.8% | -7.8% | +106.6% | +90.9% |
| 5Y | +333.5% | +18.7% | +314.8% | +233.5% |
| All | +475.0% | +294.2% | +180.7% | +81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 10y: compounded portfolio wealth divided by compounded BRO 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…
10y analysis · Full analysis span regression · 6 months rolling