+50.6%
ROK vs DINO
+97.4%
-46.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -1.6% | +1.5% | -3.1% | -1.9% |
| 30D | -5.4% | +25.9% | -31.4% | -10.2% |
| 3M | -4.0% | +53.2% | -57.1% | -13.3% |
| 6M | +13.3% | +105.5% | -92.1% | -6.5% |
| YTD | +9.3% | +139.2% | -129.9% | -15.3% |
| 1Y | +25.8% | +117.4% | -91.6% | +0.2% |
| All | +50.6% | +97.4% | -46.8% | +7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling