+38.2%
IWM vs DINO
+328.2%
-290.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -1.1% | +2.0% | -3.1% | -1.6% |
| 30D | -3.1% | +27.7% | -30.8% | -8.3% |
| 3M | +2.2% | +56.3% | -54.1% | -8.0% |
| 6M | +15.1% | +107.6% | -92.5% | -4.0% |
| YTD | +18.6% | +140.2% | -121.6% | -5.4% |
| 1Y | +24.0% | +113.0% | -89.0% | +1.8% |
| 3Y | +63.7% | +100.1% | -36.3% | +31.5% |
| 5Y | +38.2% | +328.7% | -290.5% | -9.5% |
| All | +38.2% | +328.2% | -290.0% | -9.5% |
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 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