-64.9%
SE vs DINO
+328.8%
-393.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.6% | +0.6% |
| 7D | +0.6% | +4.2% | -3.6% | -0.2% |
| 30D | -0.1% | +33.9% | -34.0% | -5.6% |
| 3M | +34.1% | +50.5% | -16.4% | +23.1% |
| 6M | +23.2% | +95.2% | -71.9% | +5.6% |
| YTD | -11.2% | +140.6% | -151.7% | -28.6% |
| 1Y | -40.5% | +119.0% | -159.5% | -51.1% |
| 3Y | +196.3% | +100.4% | +95.9% | +139.1% |
| All | -64.9% | +328.8% | -393.7% | -76.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling