+99.3%
DINO vs IRE
-97.7%
+197.1%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -15.8% | +14.8% | -0.9% |
| 7D | -12.9% | -41.9% | +29.0% | -12.7% |
| 30D | -18.6% | -75.1% | +56.5% | -18.3% |
| 3M | +16.6% | -82.4% | +99.0% | +17.0% |
| 6M | +38.2% | -95.5% | +133.7% | +38.7% |
| YTD | +119.3% | -93.1% | +212.4% | +115.7% |
| 1Y | +84.3% | -97.8% | +182.1% | +82.7% |
| All | +99.3% | -97.7% | +197.1% | +97.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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