+1,514.2%
RF vs DINO
+19,474.2%
-17,960.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.2% |
| 7D | +1.3% | +5.7% | -4.4% | -0.5% |
| 30D | -3.6% | +27.8% | -31.4% | -11.1% |
| 3M | +8.1% | +45.6% | -37.5% | -5.0% |
| 6M | +11.5% | +88.5% | -77.0% | -10.9% |
| YTD | +15.6% | +134.1% | -118.5% | -14.4% |
| 1Y | +15.7% | +111.1% | -95.4% | -11.7% |
| 3Y | +86.9% | +109.1% | -22.2% | +39.9% |
| 5Y | +89.8% | +307.2% | -217.4% | +10.2% |
| 10Y | +344.7% | +495.9% | -151.3% | +112.9% |
| All | +1,514.2% | +19,474.2% | -17,960.1% | +331.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling