+48.3%
SRE vs DINO
+319.5%
-271.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -0.7% | +1.5% | -2.2% | -0.9% |
| 30D | -1.7% | +25.9% | -27.6% | -4.7% |
| 3M | -7.1% | +53.2% | -60.2% | -12.3% |
| 6M | -8.4% | +105.5% | -113.8% | -17.1% |
| YTD | -3.5% | +139.2% | -142.8% | -15.0% |
| 1Y | +5.4% | +117.4% | -112.0% | -6.0% |
| 3Y | +29.5% | +99.3% | -69.8% | +14.2% |
| 5Y | +48.3% | +333.0% | -284.7% | +13.9% |
| All | +48.3% | +319.5% | -271.2% | +13.9% |
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