-10.8%
DOW vs DINO
+160.4%
-171.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.8% |
| 7D | -2.4% | +5.7% | -8.1% | -4.5% |
| 30D | +0.4% | +27.8% | -27.4% | -9.3% |
| 3M | -14.4% | +45.6% | -60.0% | -27.0% |
| 6M | -7.0% | +88.5% | -95.4% | -28.7% |
| YTD | +30.2% | +134.1% | -103.9% | -9.0% |
| 1Y | +29.2% | +111.1% | -81.9% | -6.1% |
| 3Y | -36.7% | +109.1% | -145.8% | -55.3% |
| 5Y | -37.7% | +307.2% | -344.9% | -68.4% |
| All | -10.8% | +160.4% | -171.2% | -53.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling