+432.2%
DINO vs EIX
+34.9%
+397.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +5.0% | -1.5% | +6.5% | +5.5% |
| 30D | -19.9% | +8.1% | -28.1% | -21.9% |
| 3M | +16.8% | -12.1% | +28.9% | +18.9% |
| 6M | +44.8% | -13.4% | +58.2% | +47.7% |
| YTD | +128.0% | +5.6% | +122.5% | +115.6% |
| 1Y | +95.0% | +7.8% | +87.2% | +82.9% |
| 3Y | +115.4% | +9.8% | +105.5% | +94.0% |
| 5Y | +252.6% | +18.8% | +233.7% | +201.7% |
| All | +432.2% | +34.9% | +397.3% | +301.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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