+579.8%
DINO vs GWRE
+736.4%
-156.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.1% |
| 7D | +1.5% | -30.9% | +32.4% | +9.0% |
| 30D | +25.9% | -20.7% | +46.6% | +31.0% |
| 3M | +53.2% | +20.2% | +33.0% | +44.3% |
| 6M | +105.5% | -11.9% | +117.3% | +104.8% |
| YTD | +139.2% | -30.3% | +169.6% | +150.0% |
| 1Y | +117.4% | -44.6% | +162.0% | +139.2% |
| 3Y | +99.3% | +48.8% | +50.5% | +65.9% |
| 5Y | +333.0% | +14.8% | +318.2% | +276.1% |
| 10Y | +486.9% | +128.1% | +358.8% | +319.4% |
| All | +579.8% | +736.4% | -156.6% | +299.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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