+328.7%
DINO vs REPL
-53.9%
+382.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | -0.2% |
| 7D | +2.0% | -9.6% | +11.5% | +2.0% |
| 30D | +27.7% | +5.7% | +22.0% | +27.7% |
| 3M | +56.3% | +56.4% | -0.1% | +56.1% |
| 6M | +107.6% | +67.4% | +40.1% | +107.1% |
| YTD | +140.2% | +48.7% | +91.5% | +139.9% |
| 1Y | +113.0% | +148.3% | -35.3% | +109.9% |
| 3Y | +100.1% | -26.7% | +126.8% | +97.2% |
| 5Y | +328.7% | -54.1% | +382.9% | +341.7% |
| All | +328.7% | -53.9% | +382.6% | +341.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling