-46.2%
SE vs DINO
+93.3%
-139.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -0.5% | +5.7% | -6.2% | +0.7% |
| 30D | -20.9% | -19.6% | -1.4% | -24.6% |
| 3M | -38.9% | +11.8% | -50.7% | -36.8% |
| 6M | -19.4% | +49.0% | -68.4% | -11.1% |
| YTD | -40.9% | +128.1% | -169.0% | -36.1% |
| 1Y | -46.2% | +96.3% | -142.5% | -37.8% |
| All | -46.2% | +93.3% | -139.5% | -37.8% |
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