-53.7%
SMR vs DINO
+296.7%
-350.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -8.3% | +5.7% | -14.0% | -9.8% |
| 30D | -20.1% | -19.6% | -0.5% | -15.0% |
| 3M | -52.7% | +11.8% | -64.5% | -55.0% |
| 6M | -61.0% | +49.0% | -110.0% | -66.7% |
| YTD | -67.1% | +128.1% | -195.2% | -76.8% |
| 1Y | -79.9% | +96.3% | -176.2% | -84.9% |
| 3Y | +101.7% | +113.8% | -12.1% | +37.9% |
| All | -53.7% | +296.7% | -350.4% | -70.9% |
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