+189.5%
LQD vs DINO
+11,550.9%
-11,361.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | 0.0% | +2.0% | -2.0% | -0.1% |
| 30D | -0.2% | +27.7% | -27.9% | -0.5% |
| 3M | -1.7% | +56.3% | -58.0% | -2.2% |
| 6M | -2.7% | +107.6% | -110.2% | -3.5% |
| YTD | -1.4% | +140.2% | -141.6% | -2.5% |
| 1Y | -1.0% | +113.0% | -114.0% | -1.9% |
| 3Y | +15.1% | +100.1% | -85.0% | +13.9% |
| 5Y | -5.2% | +328.7% | -333.9% | -7.1% |
| 10Y | +23.3% | +489.2% | -465.8% | +19.4% |
| All | +189.5% | +11,550.9% | -11,361.4% | +174.7% |
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