+55.6%
IOT vs DINO
+307.1%
-251.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.5% |
| 7D | -0.8% | +1.5% | -2.3% | -1.1% |
| 30D | -4.7% | +25.9% | -30.6% | -9.8% |
| 3M | +17.8% | +53.2% | -35.4% | +5.9% |
| 6M | +16.8% | +105.5% | -88.6% | -2.1% |
| YTD | +8.4% | +139.2% | -130.8% | -13.4% |
| 1Y | -0.8% | +117.4% | -118.2% | -19.0% |
| 3Y | +25.7% | +99.3% | -73.5% | 0.0% |
| All | +55.6% | +307.1% | -251.5% | -1.9% |
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