+131.2%
TLT vs DINO
+11,256.7%
-11,125.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.1% |
| 7D | -0.4% | +5.7% | -6.1% | 0.0% |
| 30D | -0.6% | +27.8% | -28.4% | +1.2% |
| 3M | -2.7% | +45.6% | -48.4% | 0.0% |
| 6M | -5.6% | +88.5% | -94.1% | -1.1% |
| YTD | -2.8% | +134.1% | -136.9% | +3.6% |
| 1Y | -1.4% | +111.1% | -112.5% | +4.3% |
| 3Y | -1.6% | +109.1% | -110.7% | +4.8% |
| 5Y | -33.8% | +307.2% | -341.0% | -24.9% |
| 10Y | -21.1% | +495.9% | -517.1% | -3.3% |
| All | +131.2% | +11,256.7% | -11,125.5% | +246.3% |
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