+36.4%
EWZ vs DINO
+118.1%
-81.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.8% | -0.8% | +1.9% |
| 7D | +5.6% | +4.2% | +1.4% | +5.5% |
| 30D | +9.3% | +33.9% | -24.6% | +8.6% |
| 3M | +15.7% | +50.5% | -34.9% | +14.7% |
| 6M | +7.4% | +95.2% | -87.7% | +5.2% |
| YTD | +22.7% | +140.6% | -117.9% | +14.0% |
| 1Y | +36.4% | +119.0% | -82.6% | +29.3% |
| All | +36.4% | +118.1% | -81.7% | +29.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling