+147.3%
IBM vs DINO
+449.5%
-302.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +1.6% | +5.7% | -4.1% | +0.5% |
| 30D | +9.2% | -19.6% | +28.8% | +13.5% |
| 3M | +4.9% | +11.8% | -6.9% | +2.2% |
| 6M | +16.8% | +49.0% | -32.2% | +6.9% |
| YTD | -14.3% | +128.1% | -142.4% | -28.5% |
| 1Y | -16.7% | +96.3% | -113.0% | -28.5% |
| 3Y | +82.2% | +113.8% | -31.6% | +50.4% |
| 5Y | +149.9% | +252.7% | -102.7% | +78.1% |
| All | +147.3% | +449.5% | -302.2% | +56.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling