-17.4%
SPGI vs DINO
+113.7%
-131.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.6% |
| 7D | -3.1% | +2.0% | -5.1% | -3.0% |
| 30D | +2.0% | +27.7% | -25.6% | +2.7% |
| 3M | +4.3% | +56.3% | -52.0% | +6.2% |
| 6M | -0.2% | +107.6% | -107.8% | +4.1% |
| YTD | -14.8% | +140.2% | -155.0% | -10.7% |
| All | -17.4% | +113.7% | -131.0% | -13.9% |
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 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