+13,845.6%
SPGI vs DINO
+19,474.2%
-5,628.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | +0.1% | +5.7% | -5.6% | -0.9% |
| 30D | +8.4% | +27.8% | -19.4% | +3.7% |
| 3M | +11.8% | +45.6% | -33.8% | +4.3% |
| 6M | +5.7% | +88.5% | -82.8% | -6.2% |
| YTD | -9.7% | +134.1% | -143.8% | -23.3% |
| 1Y | -12.5% | +111.1% | -123.6% | -24.5% |
| 3Y | +21.8% | +109.1% | -87.3% | +3.1% |
| 5Y | +8.2% | +307.2% | -299.0% | -21.7% |
| 10Y | +309.5% | +495.9% | -186.4% | +149.0% |
| All | +13,845.6% | +19,474.2% | -5,628.6% | +5,150.2% |
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