+311.2%
DINO vs RNG
+309.1%
+2.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.4% | +7.1% | +3.2% |
| 7D | +4.2% | -0.8% | +5.0% | +4.2% |
| 30D | +33.9% | +11.4% | +22.5% | +32.3% |
| 3M | +50.5% | +72.1% | -21.5% | +41.4% |
| 6M | +95.2% | +67.9% | +27.2% | +82.9% |
| YTD | +140.6% | +144.3% | -3.8% | +114.9% |
| 1Y | +119.0% | +117.5% | +1.4% | +97.5% |
| 3Y | +100.4% | +123.9% | -23.5% | +76.6% |
| 5Y | +324.6% | -70.1% | +394.7% | +334.9% |
| 10Y | +485.3% | +215.9% | +269.4% | +268.5% |
| All | +311.2% | +309.1% | +2.1% | +149.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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