-36.5%
ELAN vs DINO
+112.7%
-149.2%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.8% |
| 7D | -6.4% | +1.5% | -7.9% | -6.7% |
| 30D | +0.6% | +25.9% | -25.3% | -5.1% |
| 3M | 0.0% | +53.2% | -53.2% | -10.4% |
| 6M | -3.4% | +105.5% | -108.9% | -20.6% |
| YTD | +1.0% | +139.2% | -138.2% | -20.9% |
| 1Y | +24.7% | +117.4% | -92.7% | -0.1% |
| 3Y | +97.2% | +99.3% | -2.0% | +57.6% |
| 5Y | -31.5% | +333.0% | -364.5% | -56.5% |
| All | -36.5% | +112.7% | -149.2% | -61.0% |
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