+8,487.5%
JNJ vs DINO
+20,012.7%
-11,525.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.8% | -5.0% | -2.4% |
| 7D | -0.8% | +4.2% | -4.9% | -1.1% |
| 30D | +4.3% | +33.9% | -29.5% | +2.0% |
| 3M | +16.5% | +50.5% | -34.1% | +12.7% |
| 6M | +13.1% | +95.2% | -82.0% | +7.0% |
| YTD | +32.1% | +140.6% | -108.4% | +22.7% |
| 1Y | +54.5% | +119.0% | -64.5% | +44.4% |
| 3Y | +82.5% | +100.4% | -17.8% | +70.2% |
| 5Y | +80.0% | +324.6% | -244.6% | +55.1% |
| 10Y | +195.7% | +485.3% | -289.6% | +137.3% |
| All | +8,487.5% | +20,012.7% | -11,525.2% | +5,037.0% |
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