+102.0%
DINO vs SGI
-10.7%
+112.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +6.8% | -14.6% | -6.5% |
| 7D | -6.6% | +12.1% | -18.7% | -4.5% |
| 30D | -9.2% | +12.1% | -21.3% | -7.1% |
| 3M | +19.2% | +0.4% | +18.8% | +20.0% |
| 6M | +47.6% | -4.0% | +51.6% | +49.0% |
| YTD | +132.2% | -21.2% | +153.5% | +137.8% |
| 1Y | +102.0% | -12.1% | +114.1% | +103.5% |
| All | +102.0% | -10.7% | +112.7% | +103.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling