+24.4%
IOT vs DINO
+97.6%
-73.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -4.5% | +2.3% | -6.8% | -5.1% |
| 30D | -2.4% | +22.6% | -25.1% | -7.5% |
| 3M | +19.0% | +55.2% | -36.3% | +5.5% |
| 6M | +19.6% | +93.8% | -74.1% | +0.1% |
| YTD | +8.3% | +139.5% | -131.2% | -16.0% |
| 1Y | -0.8% | +115.3% | -116.1% | -20.5% |
| 3Y | +24.4% | +98.8% | -74.4% | -11.1% |
| All | +24.4% | +97.6% | -73.2% | -11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling