+249.9%
DINO vs Z
-56.4%
+306.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.5% | +4.5% | -0.6% |
| 7D | -12.9% | -6.5% | -6.4% | -12.5% |
| 30D | -18.6% | -0.1% | -18.5% | -18.7% |
| 3M | +16.6% | -14.1% | +30.7% | +17.4% |
| 6M | +38.2% | -30.1% | +68.2% | +41.3% |
| YTD | +119.3% | -57.5% | +176.9% | +134.0% |
| 1Y | +84.3% | -60.3% | +144.6% | +97.8% |
| 3Y | +107.1% | -21.0% | +128.2% | +103.9% |
| 5Y | +249.9% | -54.9% | +304.9% | +249.3% |
| All | +249.9% | -56.4% | +306.4% | +249.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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