+2,413.6%
IBM vs DINO
+19,474.2%
-17,060.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | -0.3% | +5.7% | -6.0% | -1.1% |
| 30D | +0.3% | +27.8% | -27.5% | -3.3% |
| 3M | -21.6% | +45.6% | -67.2% | -26.0% |
| 6M | -4.7% | +88.5% | -93.2% | -13.6% |
| YTD | -19.1% | +134.1% | -153.2% | -29.1% |
| 1Y | -2.5% | +111.1% | -113.6% | -13.4% |
| 3Y | +74.2% | +109.1% | -35.0% | +52.5% |
| 5Y | +113.1% | +307.2% | -194.0% | +65.7% |
| 10Y | +133.5% | +495.9% | -362.4% | +64.0% |
| All | +2,413.6% | +19,474.2% | -17,060.6% | +1,167.5% |
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