+2,316.3%
ICE vs DINO
+1,455.2%
+861.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.8% |
| 7D | -0.7% | +5.7% | -6.4% | -2.1% |
| 30D | +7.6% | +27.8% | -20.2% | +0.8% |
| 3M | +13.9% | +45.6% | -31.7% | +2.7% |
| 6M | -2.4% | +88.5% | -90.8% | -18.4% |
| YTD | +0.3% | +134.1% | -133.9% | -21.5% |
| 1Y | -6.4% | +111.1% | -117.5% | -24.9% |
| 3Y | +43.1% | +109.1% | -66.0% | +11.4% |
| 5Y | +42.1% | +307.2% | -265.1% | -14.1% |
| 10Y | +220.9% | +495.9% | -275.0% | +36.0% |
| All | +2,316.3% | +1,455.2% | +861.1% | +298.8% |
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