-7.7%
SRE vs DINO
+105.4%
-113.0%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -7.8% | +4.9% | -2.7% |
| 7D | -2.1% | -6.6% | +4.5% | -1.9% |
| 30D | +6.1% | -9.2% | +15.3% | +6.2% |
| 3M | -3.5% | +19.2% | -22.8% | -3.8% |
| 6M | -10.8% | +47.6% | -58.4% | -11.4% |
| YTD | -4.0% | +132.2% | -136.2% | -5.7% |
| 1Y | -7.7% | +102.0% | -109.6% | -7.4% |
| All | -7.7% | +105.4% | -113.0% | -7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling