+226.8%
DINO vs Z
+25.1%
+201.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.5% |
| 7D | +5.7% | -3.0% | +8.7% | +6.1% |
| 30D | +27.8% | -4.2% | +32.0% | +28.2% |
| 3M | +45.6% | -3.7% | +49.3% | +45.6% |
| 6M | +88.5% | -24.5% | +113.0% | +93.3% |
| YTD | +134.1% | -49.3% | +183.4% | +150.9% |
| 1Y | +111.1% | -58.7% | +169.8% | +131.3% |
| 3Y | +109.1% | -34.1% | +143.2% | +111.1% |
| 5Y | +307.2% | -64.5% | +371.7% | +328.5% |
| 10Y | +495.9% | -0.5% | +496.4% | +365.2% |
| All | +226.8% | +25.1% | +201.7% | +134.9% |
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