-36.6%
DT vs DINO
+250.9%
-287.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.2% |
| 7D | +3.1% | +5.7% | -2.6% | +2.1% |
| 30D | -29.5% | -19.6% | -10.0% | -26.8% |
| 3M | -11.7% | +11.8% | -23.5% | -14.0% |
| 6M | +29.0% | +49.0% | -20.0% | +18.1% |
| YTD | +3.4% | +128.1% | -124.7% | -13.6% |
| 1Y | -4.2% | +96.3% | -100.5% | -17.4% |
| 3Y | -12.8% | +113.8% | -126.6% | -28.8% |
| All | -36.6% | +250.9% | -287.6% | -54.2% |
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 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