+489.2%
DINO vs M
-7.1%
+496.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +4.0% | +1.0% |
| 7D | +2.0% | -4.1% | +6.0% | +3.1% |
| 30D | +27.7% | -13.6% | +41.3% | +32.9% |
| 3M | +56.3% | -2.3% | +58.6% | +56.1% |
| 6M | +107.6% | +21.9% | +85.6% | +92.8% |
| YTD | +140.2% | -0.6% | +140.8% | +135.5% |
| 1Y | +113.0% | +29.7% | +83.3% | +91.6% |
| 3Y | +100.1% | +107.3% | -7.2% | +44.1% |
| 5Y | +328.7% | +20.5% | +308.3% | +226.8% |
| 10Y | +489.2% | -6.1% | +495.2% | +233.4% |
| All | +489.2% | -7.1% | +496.3% | +233.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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