+215.4%
DINO vs Z
+6.6%
+208.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.7% | +1.3% | +2.8% |
| 7D | -2.7% | -13.1% | +10.4% | -1.2% |
| 30D | -17.2% | +5.9% | -23.1% | -18.1% |
| 3M | +18.9% | -13.7% | +32.6% | +20.1% |
| 6M | +40.6% | -27.1% | +67.7% | +44.3% |
| YTD | +125.9% | -56.8% | +182.7% | +145.2% |
| 1Y | +90.9% | -60.2% | +151.1% | +109.1% |
| 3Y | +113.4% | -19.7% | +133.1% | +108.6% |
| 5Y | +258.3% | -53.7% | +312.0% | +263.2% |
| 10Y | +446.1% | -16.9% | +463.0% | +333.3% |
| All | +215.4% | +6.6% | +208.9% | +129.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling