-57.0%
DOCS vs DINO
+253.3%
-310.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.7% | -1.5% | +0.9% |
| 7D | 0.0% | -10.7% | +10.7% | +0.8% |
| 30D | +7.8% | -17.8% | +25.5% | +9.3% |
| 3M | +20.0% | +23.3% | -3.3% | +17.2% |
| 6M | +26.5% | +39.6% | -13.0% | +21.6% |
| YTD | -25.8% | +121.6% | -147.3% | -32.5% |
| 1Y | -39.5% | +88.2% | -127.7% | -43.9% |
| 3Y | +60.3% | +114.4% | -54.1% | +42.6% |
| 5Y | -57.0% | +248.7% | -305.7% | -61.9% |
| All | -57.0% | +253.3% | -310.3% | -61.9% |
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