+699.9%
IYR vs DINO
+32,636.5%
-31,936.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.8% | -0.6% |
| 7D | -0.4% | +4.2% | -4.6% | -1.2% |
| 30D | -2.5% | +33.9% | -36.4% | -8.3% |
| 3M | +1.5% | +50.5% | -49.1% | -7.1% |
| 6M | +3.9% | +95.2% | -91.3% | -10.4% |
| YTD | +9.5% | +140.6% | -131.0% | -10.0% |
| 1Y | +7.5% | +119.0% | -111.5% | -10.2% |
| 3Y | +30.8% | +100.4% | -69.6% | +8.9% |
| 5Y | +4.8% | +324.6% | -319.8% | -28.4% |
| 10Y | +64.3% | +485.3% | -421.0% | -7.5% |
| All | +699.9% | +32,636.5% | -31,936.6% | +159.2% |
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