+17,763.4%
DINO vs RL
+1,366.2%
+16,397.3%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -1.3% |
| 7D | +5.7% | -0.8% | +6.5% | +5.9% |
| 30D | +27.8% | -7.8% | +35.6% | +30.8% |
| 3M | +45.6% | -4.0% | +49.6% | +46.2% |
| 6M | +88.5% | -1.9% | +90.3% | +84.9% |
| YTD | +134.1% | -0.2% | +134.3% | +127.7% |
| 1Y | +111.1% | +10.7% | +100.4% | +98.0% |
| 3Y | +109.1% | +210.8% | -101.7% | +37.8% |
| 5Y | +307.2% | +238.2% | +68.9% | +152.1% |
| 10Y | +495.9% | +313.4% | +182.6% | +236.7% |
| All | +17,763.4% | +1,366.2% | +16,397.3% | +7,617.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling