-11.6%
SNPS vs DINO
+113.2%
-124.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.5% | 0.0% |
| 7D | -0.2% | -2.7% | +2.5% | +0.3% |
| 30D | -8.0% | -17.2% | +9.2% | -5.4% |
| 3M | +12.5% | +18.9% | -6.5% | +8.2% |
| 6M | -10.5% | +40.6% | -51.1% | -17.1% |
| YTD | -1.6% | +125.9% | -127.6% | -19.5% |
| 1Y | +16.8% | +90.9% | -74.1% | +0.1% |
| All | -11.6% | +113.2% | -124.8% | -30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling