+19.8%
EWZ vs DINO
+105.4%
-85.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.8% |
| 7D | -1.5% | -15.5% | +14.0% | +0.4% |
| 30D | -24.5% | -16.0% | -8.6% | -23.2% |
| 3M | -10.7% | +17.9% | -28.6% | -13.5% |
| 6M | -19.1% | +38.5% | -57.6% | -23.7% |
| YTD | +1.6% | +115.8% | -114.2% | -12.7% |
| 1Y | +4.3% | +87.1% | -82.8% | -7.7% |
| All | +19.8% | +105.4% | -85.6% | -3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling