+1,813.6%
DINO vs SIMO
+3,332.4%
-1,518.8%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.7% | -9.4% | -2.5% |
| 7D | +5.7% | +4.2% | +1.5% | +4.7% |
| 30D | +27.8% | +4.1% | +23.7% | +25.8% |
| 3M | +45.6% | -12.9% | +58.5% | +45.8% |
| 6M | +88.5% | +110.3% | -21.9% | +52.0% |
| YTD | +134.1% | +178.6% | -44.5% | +75.3% |
| 1Y | +111.1% | +220.0% | -108.9% | +52.2% |
| 3Y | +109.1% | +409.0% | -299.9% | +32.7% |
| 5Y | +307.2% | +277.3% | +29.9% | +163.5% |
| 10Y | +495.9% | +506.6% | -10.7% | +223.5% |
| All | +1,813.6% | +3,332.4% | -1,518.8% | +379.4% |
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