+119.0%
DINO vs ES
+17.8%
+101.2%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.1% | +2.8% |
| 7D | +4.2% | +1.4% | +2.8% | +4.3% |
| 30D | +33.9% | -1.2% | +35.0% | +33.8% |
| 3M | +50.5% | +5.0% | +45.6% | +50.4% |
| 6M | +95.2% | -2.8% | +98.0% | +96.2% |
| YTD | +140.6% | +8.6% | +132.0% | +137.3% |
| 1Y | +119.0% | +18.9% | +100.0% | +128.5% |
| All | +119.0% | +17.8% | +101.2% | +128.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling