+114.4%
DINO vs RL
+254.6%
-140.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.8% | -3.2% | +1.8% |
| 7D | -10.7% | +0.2% | -10.9% | -10.7% |
| 30D | -17.8% | +7.3% | -25.1% | -18.6% |
| 3M | +23.3% | +1.0% | +22.3% | +23.1% |
| 6M | +39.6% | +11.8% | +27.8% | +36.0% |
| YTD | +121.6% | +13.6% | +108.0% | +112.7% |
| 1Y | +88.2% | +24.0% | +64.2% | +75.3% |
| 3Y | +114.4% | +256.6% | -142.2% | +46.2% |
| All | +114.4% | +254.6% | -140.2% | +46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling