+2,233.8%
SAP vs DINO
+20,180.6%
-17,946.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | -2.9% | +5.7% | -8.6% | -3.9% |
| 30D | +9.0% | +27.8% | -18.8% | +4.3% |
| 3M | +14.9% | +45.6% | -30.7% | +7.2% |
| 6M | +11.9% | +88.5% | -76.6% | -0.6% |
| YTD | -9.9% | +134.1% | -144.0% | -23.4% |
| 1Y | -19.5% | +111.1% | -130.6% | -30.5% |
| 3Y | +61.8% | +109.1% | -47.3% | +37.0% |
| 5Y | +56.2% | +307.2% | -251.0% | +13.4% |
| 10Y | +180.6% | +495.9% | -315.3% | +72.7% |
| All | +2,233.8% | +20,180.6% | -17,946.8% | +721.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling