+2,285.7%
STM vs DINO
+18,978.7%
-16,692.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.0% |
| 7D | +5.8% | +5.7% | +0.1% | +4.3% |
| 30D | -1.0% | +27.8% | -28.8% | -7.2% |
| 3M | -33.3% | +45.6% | -78.9% | -39.6% |
| 6M | +57.4% | +88.5% | -31.1% | +32.6% |
| YTD | +102.2% | +134.1% | -31.9% | +60.3% |
| 1Y | +99.6% | +111.1% | -11.5% | +61.7% |
| 3Y | +14.5% | +109.1% | -94.6% | -8.5% |
| 5Y | +21.4% | +307.2% | -285.8% | -20.9% |
| 10Y | +695.0% | +495.9% | +199.0% | +325.8% |
| All | +2,285.7% | +18,978.7% | -16,692.9% | +539.5% |
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