+2,439.3%
SAP vs DINO
+19,655.3%
-17,215.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -1.0% | -0.2% |
| 7D | -3.9% | +5.0% | -8.9% | -4.7% |
| 30D | +6.5% | -19.9% | +26.4% | +10.3% |
| 3M | +14.7% | +16.8% | -2.1% | +11.0% |
| 6M | +39.9% | +44.8% | -4.9% | +30.0% |
| YTD | -2.0% | +128.0% | -130.0% | -16.7% |
| 1Y | -6.0% | +95.0% | -101.0% | -18.0% |
| 3Y | +67.7% | +115.4% | -47.7% | +40.8% |
| 5Y | +78.8% | +252.6% | -173.8% | +32.9% |
| 10Y | +229.3% | +451.2% | -222.0% | +105.6% |
| All | +2,439.3% | +19,655.3% | -17,215.9% | +793.4% |
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 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