+93.8%
DINO vs REPL
-6.0%
+99.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.6% |
| 7D | +5.7% | -3.0% | +8.7% | +5.8% |
| 30D | +27.8% | +27.1% | +0.7% | +26.7% |
| 3M | +45.6% | +52.4% | -6.7% | +41.4% |
| 6M | +88.5% | +107.4% | -19.0% | +74.1% |
| YTD | +134.1% | +54.7% | +79.4% | +118.9% |
| 1Y | +111.1% | +158.9% | -47.8% | +86.4% |
| 3Y | +109.1% | -23.7% | +132.8% | +77.6% |
| 5Y | +307.2% | -54.3% | +361.5% | +257.0% |
| All | +93.8% | -6.0% | +99.8% | +36.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling