+432.4%
DINO vs ES
+98.2%
+334.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | +5.7% | +2.7% | +3.0% | +4.9% |
| 30D | -19.6% | +7.6% | -27.2% | -21.4% |
| 3M | +11.8% | +0.5% | +11.3% | +11.3% |
| 6M | +49.0% | +7.6% | +41.4% | +44.7% |
| YTD | +128.1% | +10.2% | +117.9% | +118.8% |
| 1Y | +96.3% | +1.8% | +94.5% | +92.7% |
| 3Y | +113.8% | +55.4% | +58.4% | +78.5% |
| 5Y | +252.7% | +7.3% | +245.4% | +229.7% |
| All | +432.4% | +98.2% | +334.1% | +386.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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