+590.9%
JPM vs DINO
+492.4%
+98.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.6% | +0.7% |
| 7D | -0.7% | +2.3% | -3.0% | -1.3% |
| 30D | -2.5% | +22.6% | -25.1% | -8.0% |
| 3M | +14.1% | +55.2% | -41.1% | +0.2% |
| 6M | +25.1% | +93.8% | -68.7% | +2.3% |
| YTD | +12.1% | +139.5% | -127.4% | -14.6% |
| 1Y | +18.8% | +115.3% | -96.5% | -7.0% |
| 3Y | +163.4% | +98.8% | +64.6% | +105.1% |
| 5Y | +156.5% | +333.5% | -176.9% | +48.0% |
| All | +590.9% | +492.4% | +98.5% | +229.2% |
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