+303.6%
DINO vs BURL
-11.0%
+314.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -1.1% |
| 7D | +5.7% | -2.8% | +8.5% | +6.1% |
| 30D | +27.8% | -28.2% | +56.0% | +34.1% |
| 3M | +45.6% | -17.6% | +63.2% | +49.3% |
| 6M | +88.5% | -11.8% | +100.2% | +89.9% |
| YTD | +134.1% | -8.1% | +142.3% | +134.1% |
| 1Y | +111.1% | -12.0% | +123.1% | +111.7% |
| 3Y | +109.1% | +63.3% | +45.8% | +87.9% |
| All | +303.6% | -11.0% | +314.6% | +300.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling