+428.8%
DINO vs ES
+87.3%
+341.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -12.9% | +0.9% | -13.7% | -13.2% |
| 30D | -18.6% | +5.9% | -24.5% | -20.1% |
| 3M | +16.6% | -1.0% | +17.6% | +16.6% |
| 6M | +38.2% | +7.2% | +31.0% | +34.3% |
| YTD | +119.3% | +7.0% | +112.4% | +112.2% |
| 1Y | +84.3% | +0.5% | +83.8% | +81.4% |
| 3Y | +107.1% | +48.7% | +58.5% | +75.4% |
| 5Y | +249.9% | +1.9% | +248.0% | +232.8% |
| 10Y | +428.8% | +89.2% | +339.6% | +388.1% |
| All | +428.8% | +87.3% | +341.4% | +388.1% |
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