-12.5%
SPGI vs DINO
+111.1%
-123.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.6% |
| 7D | +0.1% | +5.7% | -5.6% | +0.3% |
| 30D | +8.4% | +27.8% | -19.4% | +9.0% |
| 3M | +11.8% | +45.6% | -33.8% | +13.2% |
| 6M | +5.7% | +88.5% | -82.8% | +9.2% |
| YTD | -9.7% | +134.1% | -143.8% | -6.0% |
| 1Y | -12.5% | +111.1% | -123.6% | -9.7% |
| All | -12.5% | +111.1% | -123.5% | -9.7% |
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 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