-35.5%
DOW vs DINO
+319.5%
-355.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | -2.4% | +1.5% | -3.9% | -2.9% |
| 30D | -4.1% | +25.9% | -30.0% | -12.0% |
| 3M | -12.4% | +53.2% | -65.6% | -25.6% |
| 6M | -10.6% | +105.5% | -116.1% | -31.7% |
| YTD | +31.1% | +139.2% | -108.2% | -5.7% |
| 1Y | +30.5% | +117.4% | -86.9% | -3.0% |
| 3Y | -34.4% | +99.3% | -133.7% | -52.7% |
| 5Y | -35.5% | +333.0% | -368.5% | -63.1% |
| All | -35.5% | +319.5% | -355.0% | -63.1% |
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