-40.9%
SE vs DINO
+111.1%
-152.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -1.0% |
| 7D | -6.1% | +5.7% | -11.8% | -5.1% |
| 30D | -2.5% | +27.8% | -30.3% | +2.1% |
| 3M | +21.7% | +45.6% | -23.9% | +30.5% |
| 6M | +27.0% | +88.5% | -61.5% | +39.1% |
| YTD | -12.1% | +134.1% | -146.2% | -6.8% |
| 1Y | -40.9% | +111.1% | -152.0% | -35.1% |
| All | -40.9% | +111.1% | -152.0% | -35.1% |
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