+151.7%
HYG vs DINO
+624.5%
-472.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -0.7% | +2.3% | -3.0% | -0.9% |
| 30D | -0.7% | +22.6% | -23.4% | -2.6% |
| 3M | -0.2% | +55.2% | -55.4% | -4.3% |
| 6M | +1.4% | +93.8% | -92.3% | -4.9% |
| YTD | +1.5% | +139.5% | -138.1% | -6.9% |
| 1Y | +2.9% | +115.3% | -112.4% | -4.8% |
| 3Y | +25.6% | +98.8% | -73.1% | +15.9% |
| 5Y | +18.6% | +333.5% | -314.9% | -0.3% |
| 10Y | +55.7% | +487.5% | -431.8% | +19.1% |
| All | +151.7% | +624.5% | -472.7% | +55.7% |
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