+55.0%
EWZ vs DINO
+307.7%
-252.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | +6.5% | +5.7% | +0.8% | +5.4% |
| 30D | +4.8% | +27.8% | -23.0% | +0.1% |
| 3M | +9.9% | +45.6% | -35.7% | +2.0% |
| 6M | +1.9% | +88.5% | -86.5% | -10.7% |
| YTD | +20.3% | +134.1% | -113.8% | 0.0% |
| 1Y | +35.6% | +111.1% | -75.5% | +15.1% |
| 3Y | +43.4% | +109.1% | -65.7% | +18.6% |
| All | +55.0% | +307.7% | -252.7% | +5.2% |
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