+21.1%
STM vs DINO
+106.4%
-85.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.3% | -1.3% |
| 7D | +5.2% | +4.2% | +1.0% | +4.0% |
| 30D | -7.4% | +33.9% | -41.2% | -15.2% |
| 3M | -30.6% | +50.5% | -81.2% | -38.7% |
| 6M | +66.4% | +95.2% | -28.8% | +34.5% |
| YTD | +101.1% | +140.6% | -39.4% | +48.8% |
| 1Y | +97.4% | +119.0% | -21.6% | +50.2% |
| 3Y | +21.1% | +100.4% | -79.2% | -20.4% |
| All | +21.1% | +106.4% | -85.3% | -20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling