+6.1%
IYR vs DINO
+319.5%
-313.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | -2.8% | +1.5% | -4.3% | -3.0% |
| 30D | -2.5% | +25.9% | -28.4% | -4.9% |
| 3M | -3.0% | +53.2% | -56.1% | -7.5% |
| 6M | +1.6% | +105.5% | -103.8% | -6.8% |
| YTD | +7.3% | +139.2% | -131.9% | -3.8% |
| 1Y | +5.6% | +117.4% | -111.8% | -4.3% |
| 3Y | +28.1% | +99.3% | -71.2% | +14.6% |
| 5Y | +6.1% | +333.0% | -326.9% | -12.9% |
| All | +6.1% | +319.5% | -313.4% | -12.9% |
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