-42.0%
RIG vs DINO
+16,770.1%
-16,812.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -8.2% | +2.0% | -10.2% | -9.1% |
| 30D | -0.2% | +27.7% | -27.9% | -11.3% |
| 3M | -2.7% | +56.3% | -59.0% | -21.7% |
| 6M | -7.5% | +107.6% | -115.0% | -35.0% |
| YTD | +38.3% | +140.2% | -101.9% | -10.2% |
| 1Y | +81.8% | +113.0% | -31.1% | +24.9% |
| 3Y | -30.2% | +100.1% | -130.3% | -50.6% |
| 5Y | +59.9% | +328.7% | -268.8% | -19.0% |
| 10Y | -41.9% | +489.2% | -531.1% | -72.4% |
| All | -42.0% | +16,770.1% | -16,812.0% | -89.0% |
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