-5.6%
TLT vs DINO
+105.4%
-111.0%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.8% | +8.6% | +0.4% |
| 7D | +1.0% | -6.6% | +7.6% | +0.6% |
| 30D | +6.0% | -9.2% | +15.3% | +5.6% |
| 3M | -0.9% | +19.2% | -20.1% | +0.3% |
| 6M | -2.3% | +47.6% | -49.9% | +0.2% |
| YTD | -3.3% | +132.2% | -135.6% | +0.7% |
| 1Y | -5.6% | +102.0% | -107.6% | -2.1% |
| All | -5.6% | +105.4% | -111.0% | -2.1% |
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