+474.3%
DINO vs IRM
+430.1%
+44.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.3% |
| 7D | +1.5% | -1.8% | +3.3% | +2.1% |
| 30D | +25.9% | -7.8% | +33.7% | +29.4% |
| 3M | +53.2% | -7.9% | +61.0% | +56.7% |
| 6M | +105.5% | +6.3% | +99.1% | +97.6% |
| YTD | +139.2% | +38.2% | +101.1% | +106.8% |
| 1Y | +117.4% | +19.8% | +97.6% | +97.6% |
| 3Y | +99.3% | +98.8% | +0.5% | +40.8% |
| 5Y | +333.0% | +191.8% | +141.2% | +146.6% |
| All | +474.3% | +430.1% | +44.2% | +124.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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