+249.3%
DINO vs SGI
+50.2%
+199.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.5% | +3.1% |
| 7D | -2.7% | -10.5% | +7.8% | -1.4% |
| 30D | -17.2% | +0.1% | -17.4% | -17.5% |
| 3M | +18.9% | -4.0% | +22.9% | +19.0% |
| 6M | +40.6% | -5.6% | +46.2% | +40.1% |
| YTD | +125.9% | -29.5% | +155.4% | +135.1% |
| 1Y | +90.9% | -31.5% | +122.4% | +99.7% |
| 3Y | +113.4% | +71.6% | +41.8% | +87.2% |
| All | +249.3% | +50.2% | +199.1% | +224.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling