+10,848.8%
JPM vs DINO
+18,972.9%
-8,124.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +3.5% | +5.7% | -2.2% | +2.1% |
| 30D | +3.3% | -19.6% | +22.8% | +8.6% |
| 3M | -4.2% | +11.8% | -16.0% | -7.6% |
| 6M | +16.4% | +49.0% | -32.6% | +3.8% |
| YTD | +9.5% | +128.1% | -118.6% | -13.5% |
| 1Y | +14.0% | +96.3% | -82.3% | -6.6% |
| 3Y | +153.1% | +113.8% | +39.3% | +98.3% |
| 5Y | +134.9% | +252.7% | -117.8% | +55.0% |
| 10Y | +485.7% | +451.4% | +34.3% | +216.3% |
| All | +10,848.8% | +18,972.9% | -8,124.0% | +3,093.6% |
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