+52.3%
SO vs DINO
+115.2%
-62.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.5% |
| 7D | -0.9% | +5.0% | -6.0% | -0.9% |
| 30D | +4.9% | -19.9% | +24.9% | +4.9% |
| 3M | +0.8% | +16.8% | -16.0% | +0.8% |
| 6M | +0.6% | +44.8% | -44.2% | +0.5% |
| YTD | +8.7% | +128.0% | -119.4% | +8.1% |
| 1Y | +4.0% | +95.0% | -91.1% | +3.6% |
| All | +52.3% | +115.2% | -62.9% | +50.3% |
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 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