+39.7%
EXC vs DINO
+260.8%
-221.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.0% | -2.8% | 0.0% |
| 7D | -1.4% | -2.7% | +1.4% | -1.3% |
| 30D | +8.3% | -17.2% | +25.5% | +9.1% |
| 3M | +2.6% | +18.9% | -16.3% | +1.6% |
| 6M | +5.2% | +40.6% | -35.4% | +3.0% |
| YTD | +7.5% | +125.9% | -118.4% | +2.1% |
| 1Y | +3.2% | +90.9% | -87.8% | -1.0% |
| 3Y | +29.5% | +113.4% | -83.8% | +23.2% |
| 5Y | +39.7% | +258.3% | -218.7% | +26.1% |
| All | +39.7% | +260.8% | -221.1% | +26.1% |
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