+107.3%
DINO vs IRE
-98.1%
+205.4%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -14.4% | +14.4% | +0.2% |
| 7D | +5.7% | -31.8% | +37.5% | +6.0% |
| 30D | -19.6% | -71.8% | +52.2% | -19.2% |
| 3M | +11.8% | -88.9% | +100.7% | +12.5% |
| 6M | +49.0% | -95.4% | +144.3% | +49.5% |
| YTD | +128.1% | -94.2% | +222.4% | +124.6% |
| 1Y | +96.3% | -97.1% | +193.4% | +94.8% |
| All | +107.3% | -98.1% | +205.4% | +105.7% |
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