+643.2%
GEV vs DINO
+101.7%
+541.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.8% | +0.4% | +2.8% |
| 7D | +8.1% | +4.2% | +3.9% | +7.6% |
| 30D | -1.9% | +33.9% | -35.8% | -5.4% |
| 3M | +4.1% | +50.5% | -46.5% | -1.2% |
| 6M | +23.2% | +95.2% | -72.0% | +11.4% |
| YTD | +48.9% | +140.6% | -91.7% | +27.6% |
| 1Y | +62.2% | +119.0% | -56.8% | +42.0% |
| All | +643.2% | +101.7% | +541.4% | +486.7% |
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