+236.6%
SAP vs DINO
+449.5%
-212.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.4% |
| 7D | +0.6% | +5.7% | -5.1% | -0.1% |
| 30D | +6.5% | -19.6% | +26.1% | +9.5% |
| 3M | +12.2% | +11.8% | +0.4% | +10.0% |
| 6M | +46.1% | +49.0% | -2.9% | +37.0% |
| YTD | -1.6% | +128.1% | -129.7% | -14.0% |
| 1Y | -5.1% | +96.3% | -101.4% | -15.2% |
| 3Y | +68.4% | +113.8% | -45.4% | +45.7% |
| 5Y | +79.4% | +252.7% | -173.2% | +38.8% |
| All | +236.6% | +449.5% | -212.9% | +136.6% |
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 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