+329.3%
DINO vs BTDR
+19.6%
+309.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | 0.0% |
| 7D | +2.3% | -3.4% | +5.7% | +2.4% |
| 30D | +22.6% | +32.6% | -10.0% | +21.5% |
| 3M | +55.2% | -32.2% | +87.5% | +56.3% |
| 6M | +93.8% | +52.4% | +41.4% | +88.2% |
| YTD | +139.5% | +6.7% | +132.8% | +135.3% |
| 1Y | +115.3% | -15.2% | +130.5% | +111.5% |
| 3Y | +98.8% | +14.9% | +83.9% | +85.7% |
| 5Y | +333.5% | +20.8% | +312.7% | +297.0% |
| All | +329.3% | +19.6% | +309.7% | +291.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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