-4.2%
IBM vs DINO
+113.7%
-117.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.5% | +3.4% |
| 7D | +3.6% | +2.0% | +1.6% | +3.5% |
| 30D | +1.5% | +27.7% | -26.1% | +0.4% |
| 3M | -12.9% | +56.3% | -69.2% | -15.9% |
| 6M | -3.9% | +107.6% | -111.5% | -10.1% |
| YTD | -17.3% | +140.2% | -157.5% | -24.7% |
| All | -4.2% | +113.7% | -117.8% | -11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling