+303.6%
DINO vs ES
-5.6%
+309.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | +5.7% | +0.3% | +5.4% | +5.7% |
| 30D | +27.8% | -2.0% | +29.8% | +28.2% |
| 3M | +45.6% | +1.7% | +44.0% | +44.8% |
| 6M | +88.5% | -3.5% | +92.0% | +89.3% |
| YTD | +134.1% | +7.9% | +126.2% | +128.6% |
| 1Y | +111.1% | +17.2% | +93.9% | +101.1% |
| 3Y | +109.1% | +29.3% | +79.8% | +92.2% |
| All | +303.6% | -5.6% | +309.3% | +288.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling