+148.3%
IBM vs DINO
+260.8%
-112.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.0% | -1.5% | +1.2% |
| 7D | -1.7% | -2.7% | +1.0% | -1.4% |
| 30D | +10.1% | -17.2% | +27.3% | +12.4% |
| 3M | +4.8% | +18.9% | -14.1% | +2.3% |
| 6M | +12.6% | +40.6% | -28.0% | +7.1% |
| YTD | -13.9% | +125.9% | -139.8% | -23.6% |
| 1Y | -18.7% | +90.9% | -109.6% | -26.2% |
| 3Y | +81.9% | +113.4% | -31.5% | +58.5% |
| 5Y | +148.3% | +258.3% | -110.0% | +107.7% |
| All | +148.3% | +260.8% | -112.5% | +107.7% |
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 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