+275.4%
DINO vs SFM
+132.6%
+142.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -1.1% |
| 7D | +5.7% | -0.1% | +5.8% | +5.7% |
| 30D | +27.8% | -4.4% | +32.2% | +28.4% |
| 3M | +45.6% | +1.5% | +44.1% | +44.7% |
| 6M | +88.5% | +6.5% | +82.0% | +85.4% |
| YTD | +134.1% | +2.2% | +131.9% | +131.1% |
| 1Y | +111.1% | -41.9% | +153.0% | +123.4% |
| 3Y | +109.1% | +106.8% | +2.3% | +82.1% |
| 5Y | +307.2% | +231.6% | +75.6% | +220.7% |
| 10Y | +495.9% | +258.4% | +237.5% | +337.2% |
| All | +275.4% | +132.6% | +142.9% | +182.7% |
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