+432.5%
EWZ vs DINO
+31,601.5%
-31,168.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | +6.5% | +5.7% | +0.8% | +4.7% |
| 30D | +4.8% | +27.8% | -23.0% | -3.2% |
| 3M | +9.9% | +45.6% | -35.7% | -3.2% |
| 6M | +1.9% | +88.5% | -86.5% | -18.2% |
| YTD | +20.3% | +134.1% | -113.8% | -10.7% |
| 1Y | +35.6% | +111.1% | -75.5% | +3.8% |
| 3Y | +43.4% | +109.1% | -65.7% | +6.3% |
| 5Y | +55.9% | +307.2% | -251.2% | -12.1% |
| 10Y | +84.2% | +495.9% | -411.8% | -22.5% |
| All | +432.5% | +31,601.5% | -31,168.9% | +1.6% |
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