+206.2%
DINO vs Z
+4.8%
+201.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.5% | +4.5% | -0.4% |
| 7D | -12.9% | -6.5% | -6.4% | -12.3% |
| 30D | -18.6% | -0.1% | -18.5% | -18.9% |
| 3M | +16.6% | -14.1% | +30.7% | +17.8% |
| 6M | +38.2% | -30.1% | +68.2% | +42.5% |
| YTD | +119.3% | -57.5% | +176.9% | +138.5% |
| 1Y | +84.3% | -60.3% | +144.6% | +101.8% |
| 3Y | +107.1% | -21.0% | +128.2% | +102.9% |
| 5Y | +249.9% | -54.9% | +304.9% | +255.8% |
| 10Y | +428.8% | -16.0% | +444.8% | +319.0% |
| All | +206.2% | +4.8% | +201.4% | +123.3% |
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 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