+17,561.1%
LLY vs DINO
+19,474.2%
-1,913.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | -2.1% | +5.7% | -7.9% | -2.7% |
| 30D | -1.6% | +27.8% | -29.4% | -4.0% |
| 3M | +2.3% | +45.6% | -43.3% | -1.7% |
| 6M | +14.9% | +88.5% | -73.6% | +7.3% |
| YTD | +7.5% | +134.1% | -126.6% | -2.1% |
| 1Y | +55.7% | +111.1% | -55.4% | +43.2% |
| 3Y | +110.6% | +109.1% | +1.5% | +91.4% |
| 5Y | +363.4% | +307.2% | +56.3% | +285.4% |
| 10Y | +1,649.0% | +495.9% | +1,153.0% | +1,216.7% |
| All | +17,561.1% | +19,474.2% | -1,913.1% | +9,413.4% |
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