+1,664.2%
DINO vs SIMO
+2,080.4%
-416.3%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.2% | -4.8% | -1.4% |
| 7D | -15.5% | -22.0% | +6.5% | -11.3% |
| 30D | -16.0% | -43.0% | +27.1% | -7.0% |
| 3M | +17.9% | -39.1% | +57.1% | +27.2% |
| 6M | +38.5% | -33.3% | +71.8% | +42.8% |
| YTD | +115.8% | +77.0% | +38.9% | +73.9% |
| 1Y | +87.1% | +73.0% | +14.1% | +51.3% |
| 3Y | +96.5% | +215.7% | -119.2% | +35.0% |
| 5Y | +249.9% | +155.6% | +94.2% | +140.2% |
| 10Y | +472.9% | +388.4% | +84.5% | +218.9% |
| All | +1,664.2% | +2,080.4% | -416.3% | +375.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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