+823.3%
SPYM vs DINO
+1,498.8%
-675.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.3% | -1.1% |
| 7D | +0.6% | +4.2% | -3.6% | -0.2% |
| 30D | -0.9% | +33.9% | -34.8% | -6.2% |
| 3M | +3.9% | +50.5% | -46.6% | -4.0% |
| 6M | +14.5% | +95.2% | -80.6% | +0.3% |
| YTD | +13.0% | +140.6% | -127.6% | -5.2% |
| 1Y | +19.4% | +119.0% | -99.5% | +1.7% |
| 3Y | +78.9% | +100.4% | -21.5% | +51.9% |
| 5Y | +82.3% | +324.6% | -242.3% | +30.4% |
| 10Y | +314.7% | +485.3% | -170.6% | +154.5% |
| All | +823.3% | +1,498.8% | -675.5% | +297.1% |
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