+265.7%
DINO vs SFM
+46.8%
+218.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.7% |
| 7D | +5.0% | -0.4% | +5.4% | +5.1% |
| 30D | -19.9% | -19.2% | -0.7% | -18.3% |
| 3M | +16.8% | -40.3% | +57.1% | +23.3% |
| 6M | +44.8% | -40.9% | +85.7% | +52.5% |
| YTD | +128.0% | -35.5% | +163.6% | +136.3% |
| 1Y | +95.0% | -37.4% | +132.4% | +102.8% |
| 3Y | +115.4% | +25.5% | +89.9% | +98.1% |
| 5Y | +252.6% | +113.0% | +139.6% | +190.9% |
| 10Y | +451.2% | +136.3% | +314.9% | +323.4% |
| All | +265.7% | +46.8% | +218.9% | +189.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling