+74.1%
SAP vs DINO
+253.3%
-179.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.0% | +1.5% |
| 7D | +1.6% | -10.7% | +12.3% | +2.3% |
| 30D | +10.5% | -17.8% | +28.3% | +11.9% |
| 3M | +15.2% | +23.3% | -8.1% | +12.9% |
| 6M | +36.7% | +39.6% | -2.9% | +32.4% |
| YTD | -0.6% | +121.6% | -122.1% | -8.1% |
| 1Y | -4.1% | +88.2% | -92.4% | -9.9% |
| 3Y | +73.2% | +114.4% | -41.2% | +57.5% |
| 5Y | +74.1% | +248.7% | -174.6% | +47.0% |
| All | +74.1% | +253.3% | -179.2% | +47.0% |
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