+446.1%
DINO vs RL
+347.1%
+99.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.4% | +4.4% | +3.6% |
| 7D | -2.7% | -4.4% | +1.7% | -1.0% |
| 30D | -17.2% | +5.6% | -22.8% | -19.3% |
| 3M | +18.9% | -0.6% | +19.6% | +18.3% |
| 6M | +40.6% | +15.5% | +25.1% | +29.0% |
| YTD | +125.9% | +12.3% | +113.6% | +105.5% |
| 1Y | +90.9% | +19.3% | +71.6% | +68.4% |
| 3Y | +113.4% | +255.5% | -142.2% | +7.3% |
| 5Y | +258.3% | +247.1% | +11.3% | +71.7% |
| 10Y | +446.1% | +346.0% | +100.1% | +118.7% |
| All | +446.1% | +347.1% | +99.0% | +118.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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