+15.7%
RF vs DINO
+118.1%
-102.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -3.9% | -1.3% |
| 7D | +2.7% | +4.2% | -1.5% | +2.4% |
| 30D | -3.4% | +33.9% | -37.2% | -5.0% |
| 3M | +6.4% | +50.5% | -44.2% | +3.3% |
| 6M | +13.4% | +95.2% | -81.8% | +6.7% |
| YTD | +14.2% | +140.6% | -126.3% | +2.6% |
| 1Y | +15.7% | +119.0% | -103.3% | +4.9% |
| All | +15.7% | +118.1% | -102.4% | +4.9% |
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