-48.8%
SE vs DINO
+105.4%
-154.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -7.8% | +12.2% | +2.6% |
| 7D | +6.7% | -6.6% | +13.3% | +5.1% |
| 30D | -17.2% | -9.2% | -8.0% | -18.7% |
| 3M | -28.0% | +19.2% | -47.3% | -24.6% |
| 6M | -6.1% | +47.6% | -53.7% | +3.2% |
| YTD | -37.1% | +132.2% | -169.4% | -31.8% |
| 1Y | -48.8% | +102.0% | -150.7% | -41.4% |
| All | -48.8% | +105.4% | -154.1% | -41.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling