+163.4%
JPM vs DINO
+97.6%
+65.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.6% | +0.7% |
| 7D | -0.7% | +2.3% | -3.0% | -1.1% |
| 30D | -2.5% | +22.6% | -25.1% | -6.1% |
| 3M | +14.1% | +55.2% | -41.1% | +4.7% |
| 6M | +25.1% | +93.8% | -68.7% | +8.6% |
| YTD | +12.1% | +139.5% | -127.4% | -8.4% |
| 1Y | +18.8% | +115.3% | -96.5% | -0.6% |
| 3Y | +163.4% | +98.8% | +64.6% | +110.1% |
| All | +163.4% | +97.6% | +65.8% | +110.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling