+10.6%
IOT vs DINO
+105.4%
-94.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -7.8% | +11.9% | +4.6% |
| 7D | -0.5% | -6.6% | +6.1% | -0.2% |
| 30D | +1.0% | -9.2% | +10.2% | +1.4% |
| 3M | +10.9% | +19.2% | -8.3% | +9.1% |
| 6M | +39.9% | +47.6% | -7.7% | +34.3% |
| YTD | +20.8% | +132.2% | -111.5% | +20.5% |
| 1Y | +10.6% | +102.0% | -91.4% | +12.0% |
| All | +10.6% | +105.4% | -94.8% | +12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling