+47.5%
ROK vs DINO
+326.7%
-279.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.6% |
| 7D | -1.2% | +2.3% | -3.6% | -1.7% |
| 30D | -4.8% | +22.6% | -27.4% | -8.4% |
| 3M | -6.1% | +55.2% | -61.3% | -13.8% |
| 6M | +15.5% | +93.8% | -78.3% | +0.7% |
| YTD | +11.2% | +139.5% | -128.3% | -8.2% |
| 1Y | +23.8% | +115.3% | -91.5% | +4.5% |
| 3Y | +53.1% | +98.8% | -45.7% | +24.7% |
| All | +47.5% | +326.7% | -279.2% | +8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling