+43.3%
IR vs DINO
+313.0%
-269.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.4% | -2.2% |
| 7D | +0.6% | +4.2% | -3.5% | -0.3% |
| 30D | -13.6% | +33.9% | -47.5% | -19.0% |
| 3M | +3.7% | +50.5% | -46.9% | -5.8% |
| 6M | -13.1% | +95.2% | -108.2% | -26.7% |
| YTD | -5.1% | +140.6% | -145.7% | -24.7% |
| 1Y | -6.5% | +119.0% | -125.4% | -24.1% |
| 3Y | +8.5% | +100.4% | -91.9% | -13.7% |
| 5Y | +43.3% | +324.6% | -281.3% | -2.1% |
| All | +43.3% | +313.0% | -269.7% | -2.1% |
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 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