+485.3%
DINO vs ES
+85.1%
+400.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.1% | +2.6% |
| 7D | +4.2% | +1.4% | +2.8% | +3.8% |
| 30D | +33.9% | -1.2% | +35.0% | +34.2% |
| 3M | +50.5% | +5.0% | +45.6% | +48.0% |
| 6M | +95.2% | -2.8% | +98.0% | +95.7% |
| YTD | +140.6% | +8.6% | +132.0% | +132.5% |
| 1Y | +119.0% | +18.9% | +100.0% | +104.4% |
| 3Y | +100.4% | +32.1% | +68.2% | +77.7% |
| 5Y | +324.6% | -5.1% | +329.7% | +316.7% |
| 10Y | +485.3% | +84.2% | +401.1% | +462.3% |
| All | +485.3% | +85.1% | +400.2% | +462.3% |
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