-31.9%
DIS vs DINO
+245.4%
-277.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | +5.2% | -15.5% | +20.7% | +7.6% |
| 30D | +11.5% | -16.0% | +27.4% | +13.9% |
| 3M | +11.5% | +17.9% | -6.4% | +7.8% |
| 6M | +8.9% | +38.5% | -29.7% | +1.9% |
| YTD | +3.4% | +115.8% | -112.4% | -12.5% |
| 1Y | +7.2% | +87.1% | -79.9% | -6.6% |
| 3Y | +43.3% | +96.5% | -53.2% | +18.4% |
| All | -31.9% | +245.4% | -277.3% | -48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DINO.
Daily Out/Under-Performance
Portfolio return minus DINO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DINO 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 DINO 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