+1,402.2%
RF vs DINO
+17,945.9%
-16,543.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.3% | -0.2% |
| 7D | -0.9% | -15.5% | +14.6% | +4.3% |
| 30D | +6.0% | -16.0% | +22.0% | +11.4% |
| 3M | -8.9% | +17.9% | -26.8% | -14.6% |
| 6M | +2.3% | +38.5% | -36.2% | -9.6% |
| YTD | +7.6% | +115.8% | -108.3% | -18.9% |
| 1Y | +21.2% | +87.1% | -66.0% | -4.5% |
| 3Y | +108.5% | +96.5% | +12.0% | +58.0% |
| 5Y | +43.2% | +249.9% | -206.7% | -13.4% |
| 10Y | +288.1% | +472.9% | -184.8% | +87.4% |
| All | +1,402.2% | +17,945.9% | -16,543.7% | +308.3% |
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