+112.0%
IBM vs DINO
+313.0%
-201.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -3.9% | -1.5% |
| 7D | +0.3% | +4.2% | -3.9% | -0.2% |
| 30D | -1.5% | +33.9% | -35.4% | -5.2% |
| 3M | -16.8% | +50.5% | -67.3% | -21.4% |
| 6M | -9.0% | +95.2% | -104.2% | -17.4% |
| YTD | -20.1% | +140.6% | -160.6% | -29.8% |
| 1Y | -7.0% | +119.0% | -126.0% | -17.4% |
| 3Y | +72.4% | +100.4% | -28.0% | +50.8% |
| 5Y | +112.0% | +324.6% | -212.6% | +66.2% |
| All | +112.0% | +313.0% | -201.0% | +66.2% |
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