+432.4%
DINO vs SPY
+307.0%
+125.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.4% |
| 7D | +5.7% | +2.6% | +3.1% | +3.0% |
| 30D | -19.6% | -2.0% | -17.6% | -18.1% |
| 3M | +11.8% | -2.8% | +14.6% | +14.6% |
| 6M | +49.0% | +2.1% | +46.8% | +44.2% |
| YTD | +128.1% | +11.5% | +116.6% | +99.5% |
| 1Y | +96.3% | +13.5% | +82.8% | +68.3% |
| 3Y | +113.8% | +77.7% | +36.1% | +11.7% |
| 5Y | +252.7% | +72.6% | +180.1% | +86.9% |
| All | +432.4% | +307.0% | +125.3% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling