+99.6%
STM vs DINO
+111.1%
-11.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +1.9% |
| 7D | +5.8% | +5.7% | +0.1% | +5.6% |
| 30D | -1.0% | +27.8% | -28.8% | -1.7% |
| 3M | -33.3% | +45.6% | -78.9% | -33.2% |
| 6M | +57.4% | +88.5% | -31.1% | +59.6% |
| YTD | +102.2% | +134.1% | -31.9% | +105.8% |
| 1Y | +99.6% | +111.1% | -11.5% | +101.8% |
| All | +99.6% | +111.1% | -11.5% | +101.8% |
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 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