+480.0%
DINO vs BURL
+252.7%
+227.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.2% |
| 7D | -15.5% | +4.1% | -19.6% | -16.5% |
| 30D | -16.0% | -9.5% | -6.5% | -14.1% |
| 3M | +17.9% | -33.5% | +51.4% | +29.7% |
| 6M | +38.5% | -22.1% | +60.6% | +45.0% |
| YTD | +115.8% | -14.6% | +130.4% | +118.6% |
| 1Y | +87.1% | -8.4% | +95.5% | +84.7% |
| 3Y | +96.5% | +86.6% | +10.0% | +52.4% |
| 5Y | +249.9% | -17.2% | +267.0% | +233.2% |
| All | +480.0% | +252.7% | +227.3% | +311.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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