+20.3%
RF vs DINO
+93.3%
-73.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +1.9% | +5.7% | -3.7% | +1.8% |
| 30D | +7.3% | -19.6% | +26.9% | +7.9% |
| 3M | -7.9% | +11.8% | -19.7% | -8.6% |
| 6M | +10.5% | +49.0% | -38.4% | +7.8% |
| YTD | +9.6% | +128.1% | -118.5% | -0.5% |
| 1Y | +20.3% | +96.3% | -76.0% | +10.3% |
| All | +20.3% | +93.3% | -73.0% | +10.3% |
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 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