+114.6%
ROST vs DINO
+326.7%
-212.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.3% |
| 7D | +0.2% | +2.3% | -2.1% | 0.0% |
| 30D | -6.9% | +22.6% | -29.5% | -9.0% |
| 3M | -3.3% | +55.2% | -58.5% | -8.2% |
| 6M | +9.0% | +93.8% | -84.7% | +0.5% |
| YTD | +28.9% | +139.5% | -110.6% | +15.1% |
| 1Y | +54.0% | +115.3% | -61.3% | +39.3% |
| 3Y | +100.7% | +98.8% | +1.9% | +79.8% |
| All | +114.6% | +326.7% | -212.1% | +65.7% |
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