+18,151.2%
DINO vs SAN
+1,787.7%
+16,363.4%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.3% |
| 7D | -12.9% | +10.8% | -23.6% | -15.8% |
| 30D | -18.6% | -5.7% | -12.8% | -17.5% |
| 3M | +16.6% | -13.4% | +30.0% | +21.0% |
| 6M | +38.2% | +3.5% | +34.6% | +34.6% |
| YTD | +119.3% | +9.7% | +109.6% | +105.9% |
| 1Y | +84.3% | +20.9% | +63.4% | +67.4% |
| 3Y | +107.1% | +254.3% | -147.1% | +30.1% |
| 5Y | +249.9% | +304.2% | -54.3% | +104.4% |
| 10Y | +428.8% | +260.2% | +168.5% | +210.8% |
| All | +18,151.2% | +1,787.7% | +16,363.4% | +8,988.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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