+14,639.2%
MO vs DINO
+19,981.2%
-5,341.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.4% |
| 7D | -2.4% | +2.0% | -4.4% | -2.6% |
| 30D | +3.6% | +27.7% | -24.1% | +1.3% |
| 3M | -3.7% | +56.3% | -60.0% | -7.8% |
| 6M | +4.5% | +107.6% | -103.0% | -2.6% |
| YTD | +21.5% | +140.2% | -118.7% | +11.4% |
| 1Y | +9.5% | +113.0% | -103.5% | +1.5% |
| 3Y | +93.6% | +100.1% | -6.5% | +78.4% |
| 5Y | +97.5% | +328.7% | -231.2% | +66.5% |
| 10Y | +111.2% | +489.2% | -378.0% | +65.8% |
| All | +14,639.2% | +19,981.2% | -5,341.9% | +9,511.3% |
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