+19,380.1%
DINO vs ES
+1,243.3%
+18,136.9%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | +5.7% | +0.3% | +5.4% | +5.6% |
| 30D | +27.8% | -2.0% | +29.8% | +28.5% |
| 3M | +45.6% | +1.7% | +44.0% | +44.3% |
| 6M | +88.5% | -3.5% | +92.0% | +89.3% |
| YTD | +134.1% | +7.9% | +126.2% | +126.3% |
| 1Y | +111.1% | +17.2% | +93.9% | +97.4% |
| 3Y | +109.1% | +29.3% | +79.8% | +86.0% |
| 5Y | +307.2% | -5.7% | +312.9% | +297.6% |
| 10Y | +495.9% | +85.2% | +410.7% | +352.2% |
| All | +19,380.1% | +1,243.3% | +18,136.9% | +10,350.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling