+2,536.4%
IBM vs DINO
+18,967.3%
-16,430.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.4% | -1.6% |
| 7D | -0.3% | +5.0% | -5.3% | -1.0% |
| 30D | +6.8% | -19.9% | +26.7% | +10.0% |
| 3M | +4.4% | +16.8% | -12.4% | +1.7% |
| 6M | +13.2% | +44.8% | -31.6% | +6.6% |
| YTD | -15.1% | +128.0% | -143.2% | -25.6% |
| 1Y | -20.2% | +95.0% | -115.2% | -28.5% |
| 3Y | +79.3% | +115.4% | -36.0% | +56.1% |
| 5Y | +147.5% | +252.6% | -105.1% | +96.0% |
| 10Y | +140.2% | +451.2% | -311.1% | +70.4% |
| All | +2,536.4% | +18,967.3% | -16,430.9% | +1,230.5% |
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