+393.0%
EFA vs DINO
+10,708.9%
-10,315.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.3% | -1.1% |
| 7D | +1.2% | +4.2% | -3.0% | +0.3% |
| 30D | -0.7% | +33.9% | -34.6% | -6.6% |
| 3M | +6.4% | +50.5% | -44.1% | -2.7% |
| 6M | +11.4% | +95.2% | -83.8% | -4.1% |
| YTD | +14.0% | +140.6% | -126.6% | -6.5% |
| 1Y | +20.2% | +119.0% | -98.7% | +0.3% |
| 3Y | +68.2% | +100.4% | -32.2% | +39.7% |
| 5Y | +54.8% | +324.6% | -269.8% | +5.3% |
| 10Y | +142.4% | +485.3% | -342.9% | +35.7% |
| All | +393.0% | +10,708.9% | -10,315.8% | +41.5% |
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