+154.7%
EWJ vs DINO
+20,223.3%
-20,068.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -0.7% |
| 7D | +2.9% | +4.2% | -1.3% | +2.3% |
| 30D | +1.1% | +33.9% | -32.8% | -3.1% |
| 3M | +7.1% | +50.5% | -43.4% | +0.7% |
| 6M | +16.2% | +95.2% | -79.0% | +4.8% |
| YTD | +22.0% | +140.6% | -118.6% | +6.5% |
| 1Y | +26.2% | +119.0% | -92.7% | +11.5% |
| 3Y | +73.5% | +100.4% | -26.9% | +52.9% |
| 5Y | +52.7% | +324.6% | -271.9% | +17.8% |
| 10Y | +138.5% | +485.3% | -346.8% | +63.1% |
| All | +154.7% | +20,223.3% | -20,068.6% | +25.3% |
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