+88.3%
RF vs DINO
+107.5%
-19.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | +1.3% | +5.7% | -4.4% | -0.2% |
| 30D | -3.6% | +27.8% | -31.4% | -10.1% |
| 3M | +8.1% | +45.6% | -37.5% | -3.5% |
| 6M | +11.5% | +88.5% | -77.0% | -9.4% |
| YTD | +15.6% | +134.1% | -118.5% | -14.1% |
| 1Y | +15.7% | +111.1% | -95.4% | -11.1% |
| All | +88.3% | +107.5% | -19.2% | +31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling