+49.5%
EWZ vs DINO
+107.2%
-57.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | +6.5% | +5.7% | +0.8% | +5.7% |
| 30D | +4.8% | +27.8% | -23.0% | +1.1% |
| 3M | +9.9% | +45.6% | -35.7% | +3.7% |
| 6M | +1.9% | +88.5% | -86.5% | -8.4% |
| YTD | +20.3% | +134.1% | -113.8% | +2.6% |
| 1Y | +35.6% | +111.1% | -75.5% | +18.0% |
| All | +49.5% | +107.2% | -57.7% | +23.3% |
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 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