+432.2%
DINO vs CG
+274.5%
+157.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.3% | +5.2% | +2.6% |
| 7D | +5.0% | -1.5% | +6.5% | +5.5% |
| 30D | -19.9% | +5.7% | -25.6% | -22.1% |
| 3M | +16.8% | -17.9% | +34.6% | +25.0% |
| 6M | +44.8% | -20.2% | +65.0% | +55.3% |
| YTD | +128.0% | -32.0% | +160.1% | +157.5% |
| 1Y | +95.0% | -27.0% | +122.0% | +112.9% |
| 3Y | +115.4% | +42.8% | +72.6% | +65.7% |
| 5Y | +252.6% | -23.4% | +276.0% | +245.1% |
| All | +432.2% | +274.5% | +157.7% | +166.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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