+17,809.4%
DINO vs ROP
+25,523.2%
-7,713.9%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.9% | +0.3% |
| 7D | +5.7% | -4.4% | +10.2% | +7.0% |
| 30D | +27.8% | +3.2% | +24.6% | +26.6% |
| 3M | +45.6% | +23.1% | +22.6% | +36.9% |
| 6M | +88.5% | +13.3% | +75.2% | +80.8% |
| YTD | +134.1% | -7.9% | +142.0% | +136.4% |
| 1Y | +111.1% | -22.1% | +133.2% | +122.7% |
| 3Y | +109.1% | -16.8% | +125.9% | +116.0% |
| 5Y | +307.2% | -13.5% | +320.7% | +311.4% |
| 10Y | +495.9% | +137.7% | +358.3% | +367.5% |
| All | +17,809.4% | +25,523.2% | -7,713.9% | +10,366.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling