+52.1%
JNJ vs DINO
+116.3%
-64.2%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -3.5% | +2.3% | -5.8% | -3.3% |
| 30D | +2.3% | +22.6% | -20.3% | +3.8% |
| 3M | +12.0% | +55.2% | -43.3% | +15.5% |
| 6M | +10.5% | +93.8% | -83.3% | +16.1% |
| YTD | +30.4% | +139.5% | -109.1% | +38.1% |
| 1Y | +52.1% | +115.3% | -63.2% | +61.5% |
| All | +52.1% | +116.3% | -64.2% | +61.5% |
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 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