+99.3%
DINO vs SGI
+55.1%
+44.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.8% | +0.1% |
| 7D | +2.0% | +0.6% | +1.4% | +1.9% |
| 30D | +27.7% | +5.5% | +22.1% | +26.8% |
| 3M | +56.3% | -3.6% | +59.9% | +56.3% |
| 6M | +107.6% | -15.0% | +122.6% | +111.3% |
| YTD | +140.2% | -23.0% | +163.2% | +150.0% |
| 1Y | +113.0% | -18.4% | +131.4% | +117.0% |
| All | +99.3% | +55.1% | +44.3% | +72.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling