+117.4%
DINO vs ECL
+1.7%
+115.7%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.5% |
| 7D | +1.5% | -2.6% | +4.1% | +0.5% |
| 30D | +25.9% | -4.6% | +30.5% | +23.9% |
| 3M | +53.2% | +6.0% | +47.2% | +56.0% |
| 6M | +105.5% | -3.0% | +108.4% | +107.8% |
| YTD | +139.2% | +4.0% | +135.2% | +140.1% |
| 1Y | +117.4% | +2.0% | +115.4% | +122.3% |
| All | +117.4% | +1.7% | +115.7% | +122.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 1y: compounded portfolio wealth divided by compounded ECL 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…
1y analysis · Full analysis span regression · 6 months rolling