+15,264.4%
DINO vs SM
+1,360.8%
+13,903.6%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.6% | -2.5% | +1.5% |
| 7D | -2.7% | +0.3% | -3.0% | -2.8% |
| 30D | -17.2% | -17.3% | +0.1% | -13.0% |
| 3M | +18.9% | -3.6% | +22.5% | +19.6% |
| 6M | +40.6% | +2.9% | +37.7% | +38.0% |
| YTD | +125.9% | +70.2% | +55.7% | +91.4% |
| 1Y | +90.9% | +66.5% | +24.4% | +62.5% |
| 3Y | +113.4% | -8.2% | +121.6% | +107.6% |
| 5Y | +258.3% | -1.5% | +259.8% | +228.9% |
| 10Y | +446.1% | +11.9% | +434.3% | +196.8% |
| All | +15,264.4% | +1,360.8% | +13,903.6% | +4,682.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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