+118.2%
SRE vs DINO
+492.4%
-374.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -0.8% | +2.3% | -3.1% | -1.2% |
| 30D | -3.0% | +22.6% | -25.6% | -6.1% |
| 3M | -8.3% | +55.2% | -63.5% | -14.7% |
| 6M | -8.9% | +93.8% | -102.7% | -18.5% |
| YTD | -4.3% | +139.5% | -143.8% | -17.6% |
| 1Y | +2.7% | +115.3% | -112.6% | -10.2% |
| 3Y | +28.7% | +98.8% | -70.1% | +11.8% |
| 5Y | +47.1% | +333.5% | -286.3% | +9.2% |
| All | +118.2% | +492.4% | -374.2% | +52.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling