+21,596.1%
LLY vs DINO
+18,425.0%
+3,171.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.7% | +1.6% | +4.0% |
| 7D | +0.1% | -10.7% | +10.7% | +1.1% |
| 30D | +19.7% | -17.8% | +37.5% | +21.9% |
| 3M | +19.3% | +23.3% | -4.0% | +16.5% |
| 6M | +49.3% | +39.6% | +9.8% | +43.8% |
| YTD | +32.0% | +121.6% | -89.5% | +20.7% |
| 1Y | +53.7% | +88.2% | -34.5% | +42.8% |
| 3Y | +143.7% | +114.4% | +29.3% | +120.6% |
| 5Y | +463.9% | +248.7% | +215.2% | +376.3% |
| 10Y | +2,006.3% | +430.9% | +1,575.5% | +1,504.1% |
| All | +21,596.1% | +18,425.0% | +3,171.0% | +11,622.7% |
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