+1,535.1%
SRE vs DINO
+17,069.4%
-15,534.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.0% | +1.3% |
| 7D | +1.4% | +4.2% | -2.7% | +0.8% |
| 30D | +1.9% | +33.9% | -32.0% | -2.6% |
| 3M | -3.3% | +50.5% | -53.8% | -9.3% |
| 6M | -6.4% | +95.2% | -101.6% | -15.9% |
| YTD | -1.8% | +140.6% | -142.4% | -14.8% |
| 1Y | +10.7% | +119.0% | -108.2% | -2.7% |
| 3Y | +31.8% | +100.4% | -68.6% | +15.4% |
| 5Y | +49.2% | +324.6% | -275.4% | +14.0% |
| 10Y | +118.5% | +485.3% | -366.8% | +47.3% |
| All | +1,535.1% | +17,069.4% | -15,534.3% | +592.8% |
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