+82.6%
SPYM vs DINO
+319.5%
-236.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -2.0% | +1.5% | -3.5% | -2.2% |
| 30D | -1.6% | +25.9% | -27.5% | -4.7% |
| 3M | +4.7% | +53.2% | -48.4% | -1.5% |
| 6M | +12.6% | +105.5% | -92.9% | +0.9% |
| YTD | +11.8% | +139.2% | -127.5% | -2.7% |
| 1Y | +17.5% | +117.4% | -99.8% | +3.7% |
| 3Y | +77.0% | +99.3% | -22.3% | +53.1% |
| 5Y | +82.6% | +333.0% | -250.4% | +39.9% |
| All | +82.6% | +319.5% | -236.9% | +39.9% |
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 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