+11,024.8%
JPM vs DINO
+20,012.7%
-8,987.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.2% | -2.1% |
| 7D | -0.4% | +4.2% | -4.6% | -1.5% |
| 30D | -1.1% | +33.9% | -35.0% | -8.3% |
| 3M | +14.1% | +50.5% | -36.4% | +2.2% |
| 6M | +23.3% | +95.2% | -71.9% | +2.6% |
| YTD | +11.3% | +140.6% | -129.3% | -12.8% |
| 1Y | +23.0% | +119.0% | -96.0% | -1.6% |
| 3Y | +162.6% | +100.4% | +62.2% | +110.2% |
| 5Y | +152.8% | +324.6% | -171.8% | +59.7% |
| 10Y | +583.6% | +485.3% | +98.3% | +264.1% |
| All | +11,024.8% | +20,012.7% | -8,987.9% | +3,122.3% |
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