+57.9%
SO vs DINO
+328.2%
-270.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.6% | -0.7% |
| 7D | 0.0% | +2.0% | -1.9% | 0.0% |
| 30D | -2.5% | +27.7% | -30.2% | -3.4% |
| 3M | -4.2% | +56.3% | -60.5% | -5.9% |
| 6M | -7.7% | +107.6% | -115.2% | -10.5% |
| YTD | +3.8% | +140.2% | -136.4% | -0.1% |
| 1Y | +0.1% | +113.0% | -112.9% | -3.2% |
| 3Y | +44.2% | +100.1% | -55.9% | +39.6% |
| 5Y | +57.9% | +328.7% | -270.9% | +48.3% |
| All | +57.9% | +328.2% | -270.3% | +48.3% |
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 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