+324.6%
DINO vs RL
+241.4%
+83.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.1% | +3.9% | +3.0% |
| 7D | +4.2% | +1.9% | +2.3% | +3.7% |
| 30D | +33.9% | -12.2% | +46.1% | +37.5% |
| 3M | +50.5% | -6.6% | +57.2% | +51.7% |
| 6M | +95.2% | +3.2% | +92.0% | +89.4% |
| YTD | +140.6% | -1.3% | +141.8% | +135.6% |
| 1Y | +119.0% | +13.6% | +105.4% | +105.0% |
| 3Y | +100.4% | +210.9% | -110.5% | +37.8% |
| 5Y | +324.6% | +246.9% | +77.7% | +171.9% |
| All | +324.6% | +241.4% | +83.2% | +171.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling