+46.4%
RF vs DINO
+250.9%
-204.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +1.9% | +5.7% | -3.7% | +0.4% |
| 30D | +7.3% | -19.6% | +26.9% | +13.6% |
| 3M | -7.9% | +11.8% | -19.7% | -11.9% |
| 6M | +10.5% | +49.0% | -38.4% | -3.8% |
| YTD | +9.6% | +128.1% | -118.5% | -18.5% |
| 1Y | +20.3% | +96.3% | -76.0% | -6.0% |
| 3Y | +119.5% | +113.8% | +5.7% | +59.6% |
| All | +46.4% | +250.9% | -204.5% | -9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling