+51.2%
JNJ vs DINO
+105.4%
-54.2%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -7.8% | +11.6% | +3.0% |
| 7D | +1.9% | -6.6% | +8.5% | +1.3% |
| 30D | +9.2% | -9.2% | +18.5% | +8.2% |
| 3M | +8.9% | +19.2% | -10.3% | +10.2% |
| 6M | +24.6% | +47.6% | -23.0% | +28.1% |
| YTD | +35.7% | +132.2% | -96.6% | +43.8% |
| 1Y | +51.2% | +102.0% | -50.8% | +60.7% |
| All | +51.2% | +105.4% | -54.2% | +60.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling