+83.4%
JNJ vs DINO
+319.5%
-236.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | -4.3% | +1.5% | -5.8% | -4.3% |
| 30D | +3.0% | +25.9% | -22.9% | +2.9% |
| 3M | +12.2% | +53.2% | -40.9% | +12.0% |
| 6M | +10.5% | +105.5% | -95.0% | +9.9% |
| YTD | +30.8% | +139.2% | -108.5% | +29.7% |
| 1Y | +54.9% | +117.4% | -62.5% | +53.8% |
| 3Y | +80.7% | +99.3% | -18.6% | +78.4% |
| 5Y | +83.4% | +333.0% | -249.6% | +88.3% |
| All | +83.4% | +319.5% | -236.1% | +88.3% |
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