+8,892.5%
ITW vs DINO
+19,981.2%
-11,088.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.6% | -1.7% |
| 7D | -1.9% | +2.0% | -3.9% | -2.2% |
| 30D | -10.4% | +27.7% | -38.0% | -14.4% |
| 3M | +3.5% | +56.3% | -52.8% | -5.1% |
| 6M | -3.4% | +107.6% | -110.9% | -16.4% |
| YTD | +8.5% | +140.2% | -131.7% | -9.0% |
| 1Y | +3.2% | +113.0% | -109.7% | -11.7% |
| 3Y | +18.9% | +100.1% | -81.2% | +1.1% |
| 5Y | +35.0% | +328.7% | -293.7% | -3.3% |
| 10Y | +188.6% | +489.2% | -300.5% | +79.5% |
| All | +8,892.5% | +19,981.2% | -11,088.7% | +2,911.5% |
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