+15,187.3%
ROK vs DINO
+20,012.8%
-4,825.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.8% | -1.7% |
| 7D | +2.8% | +4.2% | -1.4% | +1.8% |
| 30D | -2.4% | +33.9% | -36.3% | -9.2% |
| 3M | -4.7% | +50.5% | -55.2% | -14.2% |
| 6M | +16.8% | +95.2% | -78.4% | -2.0% |
| YTD | +11.4% | +140.6% | -129.2% | -11.7% |
| 1Y | +26.2% | +119.0% | -92.8% | +2.0% |
| 3Y | +51.9% | +100.4% | -48.5% | +23.3% |
| 5Y | +46.4% | +324.6% | -278.2% | -5.1% |
| 10Y | +343.5% | +485.3% | -141.8% | +138.5% |
| All | +15,187.3% | +20,012.8% | -4,825.5% | +4,100.6% |
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