+18.3%
HYG vs DINO
+326.7%
-308.4%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -0.7% | +2.3% | -3.0% | -0.8% |
| 30D | -0.7% | +22.6% | -23.4% | -1.6% |
| 3M | -0.2% | +55.2% | -55.4% | -2.2% |
| 6M | +1.4% | +93.8% | -92.3% | -1.8% |
| YTD | +1.5% | +139.5% | -138.1% | -3.0% |
| 1Y | +2.9% | +115.3% | -112.4% | -1.1% |
| 3Y | +25.6% | +98.8% | -73.1% | +20.0% |
| All | +18.3% | +326.7% | -308.4% | +10.1% |
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