+25.0%
ROK vs DINO
+105.4%
-80.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.8% | +7.2% | -1.1% |
| 7D | 0.0% | -6.6% | +6.6% | -0.4% |
| 30D | -2.5% | -9.2% | +6.8% | -3.0% |
| 3M | 0.0% | +19.2% | -19.2% | +1.2% |
| 6M | +11.6% | +47.6% | -36.0% | +14.5% |
| YTD | +15.2% | +132.2% | -117.1% | +16.5% |
| 1Y | +25.0% | +102.0% | -77.0% | +28.2% |
| All | +25.0% | +105.4% | -80.4% | +28.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling