+20.3%
SGOV vs DINO
+319.5%
-299.2%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | 0.0% | +2.3% | -2.3% | 0.0% |
| 30D | +0.3% | +22.6% | -22.3% | +0.3% |
| 3M | +0.9% | +55.2% | -54.3% | +0.9% |
| 6M | +1.8% | +93.8% | -91.9% | +1.9% |
| YTD | +2.5% | +139.5% | -137.0% | +2.6% |
| 1Y | +3.8% | +115.3% | -111.5% | +3.8% |
| 3Y | +14.4% | +98.8% | -84.4% | +14.4% |
| 5Y | +20.2% | +333.5% | -313.3% | +20.2% |
| All | +20.3% | +319.5% | -299.2% | +20.3% |
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 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