+429.5%
DINO vs SFM
+137.0%
+292.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.2% |
| 7D | +4.5% | -0.4% | +4.9% | +4.5% |
| 30D | -20.3% | -19.2% | -1.1% | -18.9% |
| 3M | +16.2% | -40.3% | +56.5% | +22.3% |
| 6M | +44.1% | -40.9% | +84.9% | +51.3% |
| YTD | +126.9% | -35.5% | +162.4% | +134.6% |
| 1Y | +94.0% | -37.4% | +131.4% | +101.3% |
| 3Y | +114.2% | +25.5% | +88.8% | +96.8% |
| 5Y | +250.8% | +113.0% | +137.7% | +187.5% |
| All | +429.5% | +137.0% | +292.5% | +313.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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