+16.0%
SPGI vs DINO
+260.8%
-244.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.0% | -2.6% | +0.1% |
| 7D | -1.4% | -2.7% | +1.3% | -1.2% |
| 30D | +15.3% | -17.2% | +32.5% | +16.8% |
| 3M | +16.5% | +18.9% | -2.4% | +14.3% |
| 6M | +19.8% | +40.6% | -20.8% | +15.6% |
| YTD | -3.2% | +125.9% | -129.2% | -11.3% |
| 1Y | +1.8% | +90.9% | -89.1% | -5.0% |
| 3Y | +30.6% | +113.4% | -82.8% | +16.9% |
| 5Y | +16.0% | +258.3% | -242.3% | -0.3% |
| All | +16.0% | +260.8% | -244.8% | -0.3% |
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