+349.8%
EWZ vs DINO
+29,126.3%
-28,776.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.9% |
| 7D | -1.5% | -15.5% | +14.0% | +3.6% |
| 30D | -24.5% | -16.0% | -8.6% | -20.9% |
| 3M | -10.7% | +17.9% | -28.6% | -16.3% |
| 6M | -19.1% | +38.5% | -57.6% | -28.5% |
| YTD | +1.6% | +115.8% | -114.2% | -23.4% |
| 1Y | +4.3% | +87.1% | -82.8% | -17.7% |
| 3Y | +19.0% | +96.5% | -77.5% | -10.8% |
| 5Y | +57.7% | +249.9% | -192.2% | -7.3% |
| 10Y | +51.3% | +472.9% | -421.5% | -35.9% |
| All | +349.8% | +29,126.3% | -28,776.5% | -12.8% |
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