+114.4%
DINO vs BURL
+95.8%
+18.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.2% | -1.6% | +2.2% |
| 7D | -10.7% | +7.7% | -18.4% | -11.5% |
| 30D | -17.8% | -7.1% | -10.6% | -17.0% |
| 3M | +23.3% | -30.3% | +53.6% | +29.6% |
| 6M | +39.6% | -15.5% | +55.1% | +41.7% |
| YTD | +121.6% | -11.0% | +132.5% | +121.0% |
| 1Y | +88.2% | -8.4% | +96.6% | +86.0% |
| 3Y | +114.4% | +96.7% | +17.7% | +94.4% |
| All | +114.4% | +95.8% | +18.6% | +94.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling