+1,560.7%
LLY vs DINO
+491.7%
+1,068.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | -3.2% | +1.5% | -4.6% | -3.3% |
| 30D | -7.4% | +25.9% | -33.4% | -9.2% |
| 3M | -1.0% | +53.2% | -54.2% | -4.6% |
| 6M | +12.5% | +105.5% | -93.0% | +5.4% |
| YTD | +5.0% | +139.2% | -134.2% | -3.2% |
| 1Y | +49.8% | +117.4% | -67.6% | +39.1% |
| 3Y | +95.5% | +99.3% | -3.8% | +80.6% |
| 5Y | +390.7% | +333.0% | +57.7% | +310.8% |
| All | +1,560.7% | +491.7% | +1,068.9% | +1,109.8% |
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