+88.8%
DINO vs REPL
+36.8%
+52.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +5.7% | +1.2% | +4.4% | +5.6% |
| 30D | -19.6% | +92.2% | -111.7% | -21.4% |
| 3M | +11.8% | +44.1% | -32.3% | +10.2% |
| 6M | +49.0% | +313.0% | -264.1% | +37.7% |
| YTD | +128.1% | +125.2% | +2.9% | +110.2% |
| 1Y | +96.3% | +143.8% | -47.5% | +80.0% |
| 3Y | +113.8% | +104.2% | +9.6% | +65.9% |
| 5Y | +252.7% | -34.5% | +287.2% | +206.0% |
| All | +88.8% | +36.8% | +52.0% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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