+2.0%
RDW vs DINO
+387.7%
-385.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | +0.9% | +2.3% | -1.5% | +0.3% |
| 30D | -21.3% | +22.6% | -43.9% | -25.4% |
| 3M | -37.9% | +55.2% | -93.1% | -45.2% |
| 6M | +12.3% | +93.8% | -81.5% | -7.8% |
| YTD | +39.7% | +139.5% | -99.8% | +6.9% |
| 1Y | +25.7% | +115.3% | -89.6% | -1.1% |
| 3Y | +230.8% | +98.8% | +132.0% | +149.0% |
| 5Y | -8.8% | +333.5% | -342.3% | -38.0% |
| All | +2.0% | +387.7% | -385.7% | -30.4% |
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