+100.8%
STM vs DINO
+115.5%
-14.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.8% |
| 7D | +1.7% | +2.0% | -0.3% | +1.6% |
| 30D | -5.2% | +27.7% | -32.8% | -6.0% |
| 3M | -29.6% | +56.3% | -85.9% | -29.8% |
| 6M | +54.4% | +107.6% | -53.2% | +55.7% |
| YTD | +99.5% | +140.2% | -40.7% | +100.9% |
| 1Y | +100.8% | +113.0% | -12.2% | +103.0% |
| All | +100.8% | +115.5% | -14.7% | +103.0% |
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