+432.2%
DINO vs VSH
+124.9%
+307.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.6% | +5.6% | +2.6% |
| 7D | +5.0% | +26.2% | -21.2% | -3.9% |
| 30D | -19.9% | -12.5% | -7.4% | -17.7% |
| 3M | +16.8% | -16.9% | +33.7% | +20.6% |
| 6M | +44.8% | -17.0% | +61.8% | +35.9% |
| YTD | +128.0% | +93.8% | +34.2% | +39.9% |
| 1Y | +95.0% | +99.3% | -4.3% | +17.2% |
| 3Y | +115.4% | +35.0% | +80.4% | +44.0% |
| 5Y | +252.6% | +45.8% | +206.8% | +114.0% |
| All | +432.2% | +124.9% | +307.3% | +137.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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