+161.9%
DINO vs SITM
+4,507.3%
-4,345.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.1% | +4.9% | +3.0% |
| 7D | +4.2% | +8.4% | -4.2% | +3.1% |
| 30D | +33.9% | -17.4% | +51.3% | +36.8% |
| 3M | +50.5% | -9.8% | +60.4% | +50.1% |
| 6M | +95.2% | +83.0% | +12.2% | +73.3% |
| YTD | +140.6% | +69.6% | +71.0% | +114.1% |
| 1Y | +119.0% | +144.9% | -25.9% | +81.9% |
| 3Y | +100.4% | +429.9% | -329.5% | +38.1% |
| 5Y | +324.6% | +169.2% | +155.4% | +196.0% |
| All | +161.9% | +4,507.3% | -4,345.4% | -6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling