+118.6%
DINO vs IRE
-82.8%
+201.5%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +10.2% | -7.5% | +2.7% |
| 7D | +4.2% | +58.9% | -54.7% | +3.9% |
| 30D | +33.9% | +17.2% | +16.7% | +33.7% |
| 3M | +50.5% | -58.6% | +109.2% | +50.0% |
| 6M | +95.2% | -23.5% | +118.6% | +92.4% |
| YTD | +140.6% | -47.4% | +188.0% | +135.2% |
| All | +118.6% | -82.8% | +201.5% | +115.4% |
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