+432.4%
DINO vs DG
+105.2%
+327.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.4% | +0.1% |
| 7D | +5.7% | +0.3% | +5.4% | +5.7% |
| 30D | -19.6% | +3.2% | -22.8% | -19.9% |
| 3M | +11.8% | +10.4% | +1.4% | +10.5% |
| 6M | +49.0% | +33.2% | +15.8% | +44.4% |
| YTD | +128.1% | +3.0% | +125.1% | +126.0% |
| 1Y | +96.3% | +31.2% | +65.1% | +88.5% |
| 3Y | +113.8% | +21.8% | +92.0% | +102.4% |
| 5Y | +252.7% | -35.0% | +287.6% | +265.7% |
| All | +432.4% | +105.2% | +327.2% | +297.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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