+475.0%
DINO vs IDXX
+360.5%
+114.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +2.3% | -5.7% | +8.0% | +3.3% |
| 30D | +22.6% | -11.5% | +34.2% | +25.1% |
| 3M | +55.2% | -9.5% | +64.8% | +57.4% |
| 6M | +93.8% | -16.0% | +109.7% | +98.2% |
| YTD | +139.5% | -25.4% | +164.9% | +150.0% |
| 1Y | +115.3% | -21.8% | +137.1% | +122.0% |
| 3Y | +98.8% | +7.0% | +91.8% | +89.3% |
| 5Y | +333.5% | -26.0% | +359.4% | +333.6% |
| All | +475.0% | +360.5% | +114.5% | +276.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 10y: compounded portfolio wealth divided by compounded IDXX 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…
10y analysis · Full analysis span regression · 6 months rolling