+432.4%
DINO vs SGI
+319.5%
+112.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +5.7% | -5.3% | +11.0% | +6.8% |
| 30D | -19.6% | -2.1% | -17.5% | -19.6% |
| 3M | +11.8% | -8.2% | +20.0% | +12.9% |
| 6M | +49.0% | -4.6% | +53.5% | +48.0% |
| YTD | +128.1% | -31.5% | +159.6% | +140.2% |
| 1Y | +96.3% | -30.8% | +127.1% | +106.1% |
| 3Y | +113.8% | +67.2% | +46.6% | +82.6% |
| 5Y | +252.7% | +42.5% | +210.2% | +201.4% |
| All | +432.4% | +319.5% | +112.8% | +240.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling