+175.5%
SAP vs DINO
+494.0%
-318.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -1.0% | -1.1% |
| 7D | -0.3% | +2.0% | -2.2% | -0.5% |
| 30D | +0.3% | +27.7% | -27.4% | -3.1% |
| 3M | +16.9% | +56.3% | -39.4% | +9.5% |
| 6M | +6.3% | +107.6% | -101.2% | -4.6% |
| YTD | -12.4% | +140.2% | -152.6% | -23.5% |
| 1Y | -21.6% | +113.0% | -134.6% | -30.4% |
| 3Y | +54.8% | +100.1% | -45.3% | +36.2% |
| 5Y | +56.2% | +328.7% | -272.6% | +17.9% |
| All | +175.5% | +494.0% | -318.5% | +97.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling