-9.2%
STM vs DINO
+253.3%
-262.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.7% | +4.1% | +6.1% |
| 7D | -5.6% | -10.7% | +5.1% | -2.8% |
| 30D | -14.4% | -17.8% | +3.3% | -10.5% |
| 3M | -20.5% | +23.3% | -43.8% | -25.4% |
| 6M | -24.5% | +39.6% | -64.1% | -31.6% |
| YTD | +72.7% | +121.6% | -48.9% | +35.9% |
| 1Y | +91.0% | +88.2% | +2.8% | +57.6% |
| 3Y | +13.5% | +114.4% | -100.9% | -15.0% |
| 5Y | -9.2% | +248.7% | -257.9% | -40.7% |
| All | -9.2% | +253.3% | -262.5% | -40.7% |
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