+46.9%
IR vs DINO
+260.8%
-213.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.0% | -3.9% | -1.5% |
| 7D | +1.1% | -2.7% | +3.8% | +1.6% |
| 30D | +7.6% | -17.2% | +24.8% | +11.6% |
| 3M | +0.1% | +18.9% | -18.8% | -4.2% |
| 6M | +14.0% | +40.6% | -26.6% | +4.3% |
| YTD | +7.5% | +125.9% | -118.5% | -14.2% |
| 1Y | +10.1% | +90.9% | -80.8% | -8.1% |
| 3Y | +24.9% | +113.4% | -88.5% | -3.0% |
| 5Y | +46.9% | +258.3% | -211.5% | +1.2% |
| All | +46.9% | +260.8% | -213.9% | +1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling