+317.4%
DINO vs TEVA
+300.5%
+16.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.2% |
| 7D | +2.3% | +2.0% | +0.3% | +2.0% |
| 30D | +22.6% | +1.0% | +21.7% | +22.4% |
| 3M | +55.2% | +7.3% | +47.9% | +53.5% |
| 6M | +93.8% | +21.7% | +72.0% | +87.6% |
| YTD | +139.5% | +18.8% | +120.7% | +132.3% |
| 1Y | +115.3% | +86.5% | +28.8% | +93.8% |
| 3Y | +98.8% | +269.4% | -170.6% | +50.8% |
| All | +317.4% | +300.5% | +16.8% | +200.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 5y: compounded portfolio wealth divided by compounded TEVA 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…
5y analysis · Full analysis span regression · 6 months rolling