-1.4%
LOW vs DINO
+105.4%
-106.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -7.8% | +15.3% | +5.9% |
| 7D | +15.6% | -6.6% | +22.2% | +14.1% |
| 30D | +28.6% | -9.2% | +37.8% | +26.5% |
| 3M | +5.8% | +19.2% | -13.4% | +10.2% |
| 6M | +3.8% | +47.6% | -43.8% | +12.8% |
| YTD | -2.8% | +132.2% | -135.0% | +8.9% |
| 1Y | -1.4% | +102.0% | -103.4% | +7.0% |
| All | -1.4% | +105.4% | -106.8% | +7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling