+474.3%
DINO vs SFM
+268.6%
+205.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.9% | -0.2% |
| 7D | +1.5% | -8.8% | +10.2% | +2.5% |
| 30D | +25.9% | -14.5% | +40.4% | +28.1% |
| 3M | +53.2% | -16.8% | +70.0% | +56.0% |
| 6M | +105.5% | -5.3% | +110.8% | +104.9% |
| YTD | +139.2% | -9.4% | +148.6% | +139.5% |
| 1Y | +117.4% | -46.2% | +163.5% | +132.0% |
| 3Y | +99.3% | +81.3% | +18.0% | +75.7% |
| 5Y | +333.0% | +211.9% | +121.1% | +238.4% |
| All | +474.3% | +268.6% | +205.8% | +264.9% |
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