+100.4%
DINO vs STLA
-65.4%
+165.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.1% | +5.8% | +3.2% |
| 7D | +4.2% | +0.7% | +3.4% | +4.0% |
| 30D | +33.9% | -2.4% | +36.2% | +34.2% |
| 3M | +50.5% | -23.9% | +74.4% | +56.4% |
| 6M | +95.2% | -24.6% | +119.8% | +100.8% |
| YTD | +140.6% | -50.5% | +191.1% | +169.3% |
| 1Y | +119.0% | -39.8% | +158.8% | +128.9% |
| 3Y | +100.4% | -65.6% | +166.0% | +124.8% |
| All | +100.4% | -65.4% | +165.8% | +124.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 3y: compounded portfolio wealth divided by compounded STLA 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…
3y analysis · Full analysis span regression · 6 months rolling