+62.8%
META vs DINO
+307.7%
-244.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | +6.7% | +5.7% | +1.0% | +6.0% |
| 30D | +4.8% | +27.8% | -23.1% | +1.4% |
| 3M | -1.6% | +45.6% | -47.3% | -6.8% |
| 6M | -7.5% | +88.5% | -95.9% | -16.3% |
| YTD | -6.4% | +134.1% | -140.5% | -19.0% |
| 1Y | -17.3% | +111.1% | -128.5% | -27.1% |
| 3Y | +109.9% | +109.1% | +0.8% | +77.4% |
| All | +62.8% | +307.7% | -244.9% | +20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling