+49.4%
SRE vs DINO
+250.9%
-201.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +1.8% | +5.7% | -3.9% | +1.0% |
| 30D | -3.0% | -19.6% | +16.6% | -0.5% |
| 3M | -7.3% | +11.8% | -19.1% | -8.8% |
| 6M | -11.9% | +49.0% | -60.8% | -16.8% |
| YTD | -7.9% | +128.1% | -136.0% | -18.5% |
| 1Y | -11.1% | +96.3% | -107.4% | -19.7% |
| 3Y | +24.8% | +113.8% | -89.0% | +8.6% |
| All | +49.4% | +250.9% | -201.6% | +20.9% |
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