+15.5%
ROL vs DINO
+260.8%
-245.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.9% | +0.1% |
| 7D | +0.8% | -2.7% | +3.5% | +0.8% |
| 30D | +20.6% | -17.2% | +37.8% | +20.7% |
| 3M | +4.5% | +18.9% | -14.4% | +4.2% |
| 6M | -26.5% | +40.6% | -67.1% | -26.8% |
| YTD | -34.8% | +125.9% | -160.8% | -35.6% |
| 1Y | -33.2% | +90.9% | -124.1% | -33.7% |
| 3Y | +4.5% | +113.4% | -108.9% | +2.4% |
| 5Y | +15.5% | +258.3% | -242.8% | +12.9% |
| All | +15.5% | +260.8% | -245.2% | +12.9% |
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