-85.6%
SMR vs DINO
+105.4%
-191.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -7.8% | +3.3% | -4.9% |
| 7D | -9.5% | -6.6% | -2.9% | -9.8% |
| 30D | -33.2% | -9.2% | -24.0% | -33.9% |
| 3M | -45.9% | +19.2% | -65.2% | -46.2% |
| 6M | -57.9% | +47.6% | -105.5% | -58.0% |
| YTD | -63.8% | +132.2% | -196.0% | -70.3% |
| 1Y | -85.6% | +102.0% | -187.6% | -88.6% |
| All | -85.6% | +105.4% | -191.0% | -88.6% |
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