-28.4%
DT vs DINO
+328.2%
-356.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -0.5% | +2.0% | -2.5% | -0.9% |
| 30D | +0.1% | +27.7% | -27.6% | -4.7% |
| 3M | +24.1% | +56.3% | -32.2% | +12.8% |
| 6M | +30.1% | +107.6% | -77.4% | +11.7% |
| YTD | +16.8% | +140.2% | -123.4% | -3.3% |
| 1Y | -0.1% | +113.0% | -113.1% | -15.3% |
| 3Y | +6.8% | +100.1% | -93.2% | -11.5% |
| 5Y | -28.4% | +328.7% | -357.1% | -48.7% |
| All | -28.4% | +328.2% | -356.5% | -48.7% |
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