-16.8%
IR vs DINO
+98.6%
-115.4%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.1% |
| 7D | -2.8% | +5.7% | -8.5% | -1.3% |
| 30D | -15.1% | +27.8% | -43.0% | -8.8% |
| 3M | +6.1% | +45.6% | -39.6% | +19.3% |
| 6M | -16.8% | +88.5% | -105.3% | +3.0% |
| All | -16.8% | +98.6% | -115.4% | +3.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling