+177.7%
DINO vs NTR
+97.9%
+79.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +2.3% | -1.3% | +3.6% | +3.0% |
| 30D | +22.6% | +16.8% | +5.9% | +12.7% |
| 3M | +55.2% | +20.7% | +34.5% | +39.7% |
| 6M | +93.8% | +0.5% | +93.2% | +91.3% |
| YTD | +139.5% | +29.2% | +110.3% | +104.7% |
| 1Y | +115.3% | +39.6% | +75.7% | +75.1% |
| 3Y | +98.8% | +37.9% | +60.9% | +57.9% |
| 5Y | +333.5% | +47.1% | +286.4% | +189.5% |
| All | +177.7% | +97.9% | +79.8% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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