+114.4%
DINO vs REPL
+91.4%
+23.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.0% | -0.3% | +2.7% |
| 7D | -10.7% | +14.2% | -24.9% | -10.6% |
| 30D | -17.8% | +65.9% | -83.6% | -17.5% |
| 3M | +23.3% | +84.6% | -61.3% | +23.8% |
| 6M | +39.6% | +446.9% | -407.4% | +41.5% |
| YTD | +121.6% | +129.0% | -7.4% | +125.1% |
| 1Y | +88.2% | +167.9% | -79.6% | +91.2% |
| 3Y | +114.4% | +93.9% | +20.5% | +111.4% |
| All | +114.4% | +91.4% | +23.0% | +111.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling