+274.5%
IR vs DINO
+426.7%
-152.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -3.1% | +1.5% | -4.5% | -3.5% |
| 30D | -14.0% | +25.9% | -39.9% | -19.6% |
| 3M | +3.7% | +53.2% | -49.4% | -9.0% |
| 6M | -15.4% | +105.5% | -120.8% | -32.9% |
| YTD | -7.7% | +139.2% | -146.9% | -30.4% |
| 1Y | -8.8% | +117.4% | -126.2% | -29.5% |
| 3Y | +5.6% | +99.3% | -93.7% | -18.6% |
| 5Y | +34.3% | +333.0% | -298.7% | -22.5% |
| All | +274.5% | +426.7% | -152.1% | +78.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling