+329.4%
DINO vs Z
-65.5%
+394.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -6.4% | +9.2% | +3.2% |
| 7D | +4.2% | -3.3% | +7.4% | +4.4% |
| 30D | +33.9% | -3.7% | +37.6% | +34.1% |
| 3M | +50.5% | -7.0% | +57.5% | +50.9% |
| 6M | +95.2% | -29.5% | +124.7% | +99.5% |
| YTD | +140.6% | -52.6% | +193.1% | +154.0% |
| 1Y | +119.0% | -64.0% | +183.0% | +137.2% |
| 3Y | +100.4% | -36.4% | +136.8% | +103.1% |
| All | +329.4% | -65.5% | +394.9% | +330.1% |
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