+100.4%
DINO vs SFM
+96.9%
+3.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -6.5% | +9.2% | +3.2% |
| 7D | +4.2% | -5.8% | +10.0% | +4.6% |
| 30D | +33.9% | -11.4% | +45.2% | +34.9% |
| 3M | +50.5% | -12.2% | +62.7% | +51.6% |
| 6M | +95.2% | -5.2% | +100.3% | +94.6% |
| YTD | +140.6% | -4.5% | +145.0% | +139.5% |
| 1Y | +119.0% | -45.4% | +164.3% | +130.7% |
| 3Y | +100.4% | +91.1% | +9.3% | +78.8% |
| All | +100.4% | +96.9% | +3.5% | +78.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling