-29.0%
EW vs DINO
+328.8%
-357.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.8% | -6.3% | -3.5% |
| 7D | -4.4% | +4.2% | -8.6% | -4.4% |
| 30D | -3.3% | +33.9% | -37.2% | -3.5% |
| 3M | +1.0% | +50.5% | -49.5% | +0.8% |
| 6M | +6.2% | +95.2% | -88.9% | +5.7% |
| YTD | +1.7% | +140.6% | -138.8% | +0.8% |
| 1Y | +8.1% | +119.0% | -110.8% | +7.3% |
| 3Y | +17.1% | +100.4% | -83.3% | +15.4% |
| All | -29.0% | +328.8% | -357.8% | -28.9% |
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