+475.0%
DINO vs SPYG
+424.6%
+50.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.4% |
| 7D | +2.3% | -0.9% | +3.2% | +2.9% |
| 30D | +22.6% | -1.5% | +24.2% | +23.9% |
| 3M | +55.2% | +3.7% | +51.5% | +50.4% |
| 6M | +93.8% | +16.4% | +77.3% | +71.0% |
| YTD | +139.5% | +13.3% | +126.2% | +114.7% |
| 1Y | +115.3% | +17.9% | +97.4% | +86.9% |
| 3Y | +98.8% | +98.3% | +0.4% | +13.1% |
| 5Y | +333.5% | +86.4% | +247.1% | +152.1% |
| All | +475.0% | +424.6% | +50.4% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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