+15.7%
RF vs DINO
+111.1%
-95.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | +1.3% | +5.7% | -4.4% | +1.0% |
| 30D | -3.6% | +27.8% | -31.4% | -5.0% |
| 3M | +8.1% | +45.6% | -37.5% | +5.1% |
| 6M | +11.5% | +88.5% | -77.0% | +5.2% |
| YTD | +15.6% | +134.1% | -118.5% | +3.8% |
| 1Y | +15.7% | +111.1% | -95.4% | +4.7% |
| All | +15.7% | +111.1% | -95.4% | +4.7% |
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