+155.5%
JPM vs DINO
+321.1%
-165.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -0.4% | +2.0% | -2.4% | -0.8% |
| 30D | -1.4% | +27.7% | -29.1% | -5.8% |
| 3M | +13.9% | +56.3% | -42.3% | +4.5% |
| 6M | +23.5% | +107.6% | -84.0% | +6.4% |
| YTD | +11.6% | +140.2% | -128.5% | -7.3% |
| 1Y | +21.4% | +113.0% | -91.6% | +3.1% |
| 3Y | +163.4% | +100.1% | +63.4% | +118.3% |
| All | +155.5% | +321.1% | -165.7% | +75.2% |
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 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