+475.0%
DINO vs NTRS
+259.9%
+215.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.6% |
| 7D | +2.3% | +1.4% | +0.9% | +1.4% |
| 30D | +22.6% | -0.7% | +23.3% | +23.0% |
| 3M | +55.2% | +11.3% | +43.9% | +44.6% |
| 6M | +93.8% | +35.5% | +58.2% | +57.1% |
| YTD | +139.5% | +40.6% | +98.9% | +88.9% |
| 1Y | +115.3% | +49.2% | +66.1% | +62.3% |
| 3Y | +98.8% | +167.2% | -68.4% | -2.7% |
| 5Y | +333.5% | +94.9% | +238.6% | +149.9% |
| All | +475.0% | +259.9% | +215.0% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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