+14,839.3%
SPGI vs DINO
+18,790.9%
-3,951.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.0% | -2.6% | -0.2% |
| 7D | -1.4% | -2.7% | +1.3% | -0.9% |
| 30D | +15.3% | -17.2% | +32.5% | +18.7% |
| 3M | +16.5% | +18.9% | -2.4% | +12.3% |
| 6M | +19.8% | +40.6% | -20.8% | +11.8% |
| YTD | -3.2% | +125.9% | -129.2% | -17.8% |
| 1Y | +1.8% | +90.9% | -89.1% | -10.9% |
| 3Y | +30.6% | +113.4% | -82.8% | +9.7% |
| 5Y | +16.0% | +258.3% | -242.3% | -14.2% |
| 10Y | +338.6% | +446.1% | -107.6% | +171.2% |
| All | +14,839.3% | +18,790.9% | -3,951.6% | +5,531.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling