+329.4%
DINO vs ESI
+76.5%
+252.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.2% | +2.6% |
| 7D | +4.2% | +5.4% | -1.2% | +2.8% |
| 30D | +33.9% | -4.2% | +38.1% | +35.1% |
| 3M | +50.5% | -9.6% | +60.2% | +52.4% |
| 6M | +95.2% | +18.3% | +76.8% | +79.7% |
| YTD | +140.6% | +45.8% | +94.7% | +103.1% |
| 1Y | +119.0% | +39.2% | +79.8% | +86.8% |
| 3Y | +100.4% | +86.3% | +14.1% | +49.9% |
| All | +329.4% | +76.5% | +252.9% | +207.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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