+261.5%
RF vs DINO
+503.4%
-241.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.7% | -0.5% | +1.2% |
| 7D | -0.1% | -10.7% | +10.5% | +3.9% |
| 30D | +7.0% | -17.8% | +24.8% | +14.5% |
| 3M | -7.0% | +23.3% | -30.3% | -15.6% |
| 6M | +6.8% | +39.6% | -32.8% | -8.5% |
| YTD | +9.9% | +121.6% | -111.7% | -23.4% |
| 1Y | +21.1% | +88.2% | -67.1% | -10.0% |
| 3Y | +119.6% | +114.4% | +5.2% | +49.3% |
| 5Y | +46.2% | +248.7% | -202.5% | -23.9% |
| 10Y | +261.5% | +430.9% | -169.4% | +57.2% |
| All | +261.5% | +503.4% | -241.8% | +57.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling