+192.5%
JNJ vs DINO
+492.4%
-299.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -3.5% | +2.3% | -5.8% | -3.7% |
| 30D | +2.3% | +22.6% | -20.3% | +0.8% |
| 3M | +12.0% | +55.2% | -43.3% | +8.2% |
| 6M | +10.5% | +93.8% | -83.3% | +4.8% |
| YTD | +30.4% | +139.5% | -109.1% | +21.3% |
| 1Y | +52.1% | +115.3% | -63.2% | +42.6% |
| 3Y | +77.8% | +98.8% | -21.0% | +66.2% |
| 5Y | +82.9% | +333.5% | -250.6% | +55.3% |
| All | +192.5% | +492.4% | -299.9% | +130.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling