+474.3%
DINO vs ROP
+135.7%
+338.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | +1.5% | -8.0% | +9.5% | +5.4% |
| 30D | +25.9% | -2.7% | +28.6% | +27.2% |
| 3M | +53.2% | +16.6% | +36.6% | +40.6% |
| 6M | +105.5% | +10.4% | +95.1% | +92.8% |
| YTD | +139.2% | -12.1% | +151.3% | +150.0% |
| 1Y | +117.4% | -23.6% | +141.0% | +143.9% |
| 3Y | +99.3% | -19.3% | +118.6% | +113.8% |
| 5Y | +333.0% | -15.4% | +348.4% | +338.7% |
| All | +474.3% | +135.7% | +338.6% | +168.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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