+71.4%
OTIS vs DINO
+500.3%
-428.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.4% | -1.9% |
| 7D | -0.8% | +4.2% | -4.9% | -1.3% |
| 30D | -4.7% | +33.9% | -38.6% | -8.1% |
| 3M | +1.2% | +50.5% | -49.3% | -4.0% |
| 6M | -20.5% | +95.2% | -115.7% | -27.5% |
| YTD | -18.4% | +140.6% | -159.0% | -28.0% |
| 1Y | -18.1% | +119.0% | -137.0% | -26.8% |
| 3Y | -10.6% | +100.4% | -110.9% | -20.4% |
| 5Y | -16.1% | +324.6% | -340.7% | -34.8% |
| All | +71.4% | +500.3% | -428.9% | +14.5% |
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