+56.5%
SAP vs DINO
+106.4%
-49.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.4% | -1.8% |
| 7D | -0.3% | +4.2% | -4.4% | -0.4% |
| 30D | +2.6% | +33.9% | -31.3% | +1.4% |
| 3M | +16.3% | +50.5% | -34.3% | +14.1% |
| 6M | +6.4% | +95.2% | -88.8% | +3.1% |
| YTD | -11.4% | +140.6% | -152.0% | -15.7% |
| 1Y | -20.4% | +119.0% | -139.4% | -23.7% |
| 3Y | +56.5% | +100.4% | -43.9% | +42.5% |
| All | +56.5% | +106.4% | -49.9% | +42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling