+475.0%
DINO vs DGX
+255.3%
+219.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.2% |
| 7D | +2.3% | -0.9% | +3.2% | +2.5% |
| 30D | +22.6% | -1.2% | +23.8% | +22.9% |
| 3M | +55.2% | +15.8% | +39.5% | +50.6% |
| 6M | +93.8% | +18.2% | +75.6% | +86.8% |
| YTD | +139.5% | +37.2% | +102.3% | +123.0% |
| 1Y | +115.3% | +30.4% | +85.0% | +102.4% |
| 3Y | +98.8% | +96.7% | +2.1% | +68.6% |
| 5Y | +333.5% | +67.2% | +266.3% | +277.0% |
| All | +475.0% | +255.3% | +219.6% | +311.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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