+6,438.2%
EW vs DINO
+32,222.7%
-25,784.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | -0.3% | +5.7% | -6.1% | -1.0% |
| 30D | +1.0% | +27.8% | -26.8% | -2.1% |
| 3M | +2.8% | +45.6% | -42.8% | -2.2% |
| 6M | +5.5% | +88.5% | -83.0% | -3.3% |
| YTD | +5.5% | +134.1% | -128.7% | -6.3% |
| 1Y | +11.0% | +111.1% | -100.1% | -0.1% |
| 3Y | +17.7% | +109.1% | -91.4% | +4.1% |
| 5Y | -25.7% | +307.2% | -332.9% | -41.7% |
| 10Y | +132.8% | +495.9% | -363.1% | +62.9% |
| All | +6,438.2% | +32,222.7% | -25,784.5% | +2,404.5% |
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