+107.9%
DINO vs SITM
+89.4%
+18.5%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.1% | +4.9% | +2.7% |
| 7D | +4.2% | +8.4% | -4.2% | +4.3% |
| 30D | +33.9% | -17.4% | +51.3% | +33.5% |
| 3M | +50.5% | -9.8% | +60.4% | +49.8% |
| All | +107.9% | +89.4% | +18.5% | +129.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling