+5.6%
META vs DINO
+93.3%
-87.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +5.2% | +5.7% | -0.5% | +5.9% |
| 30D | -13.0% | -19.6% | +6.6% | -15.9% |
| 3M | +7.9% | +11.8% | -3.9% | +11.1% |
| 6M | +4.2% | +49.0% | -44.7% | +13.0% |
| YTD | -2.5% | +128.1% | -130.7% | +10.0% |
| 1Y | +5.6% | +96.3% | -90.7% | +17.8% |
| All | +5.6% | +93.3% | -87.8% | +17.8% |
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 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