+108.5%
RF vs DINO
+93.6%
+15.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.3% | -0.2% |
| 7D | -0.9% | -15.5% | +14.6% | +3.0% |
| 30D | +6.0% | -16.0% | +22.0% | +10.0% |
| 3M | -8.9% | +17.9% | -26.8% | -14.0% |
| 6M | +2.3% | +38.5% | -36.2% | -8.5% |
| YTD | +7.6% | +115.8% | -108.3% | -18.8% |
| 1Y | +21.2% | +87.1% | -66.0% | -3.7% |
| 3Y | +108.5% | +96.5% | +12.0% | +47.2% |
| All | +108.5% | +93.6% | +15.0% | +47.2% |
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 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