+333.0%
DINO vs SITM
+176.0%
+157.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.6% |
| 7D | +1.5% | +4.8% | -3.4% | +0.9% |
| 30D | +25.9% | -9.7% | +35.6% | +27.1% |
| 3M | +53.2% | -9.3% | +62.5% | +52.7% |
| 6M | +105.5% | +69.5% | +36.0% | +86.8% |
| YTD | +139.2% | +70.5% | +68.7% | +115.5% |
| 1Y | +117.4% | +145.3% | -27.9% | +83.5% |
| 3Y | +99.3% | +432.8% | -333.5% | +41.1% |
| 5Y | +333.0% | +174.0% | +159.0% | +197.0% |
| All | +333.0% | +176.0% | +157.0% | +197.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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