+50.4%
EWJ vs DINO
+326.7%
-276.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | +0.3% | +2.3% | -2.0% | +0.1% |
| 30D | +0.8% | +22.6% | -21.9% | -1.3% |
| 3M | +7.5% | +55.2% | -47.7% | +2.6% |
| 6M | +15.6% | +93.8% | -78.2% | +7.2% |
| YTD | +22.7% | +139.5% | -116.8% | +10.5% |
| 1Y | +26.4% | +115.3% | -88.9% | +15.2% |
| 3Y | +72.5% | +98.8% | -26.3% | +54.5% |
| All | +50.4% | +326.7% | -276.3% | +27.7% |
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