-53.1%
W vs DINO
+260.8%
-313.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.0% | -1.3% | +1.0% |
| 7D | -7.4% | -2.7% | -4.7% | -6.7% |
| 30D | +7.8% | -17.2% | +25.0% | +12.3% |
| 3M | +10.9% | +18.9% | -8.0% | +4.5% |
| 6M | +86.4% | +40.6% | +45.8% | +66.0% |
| YTD | +14.0% | +125.9% | -112.0% | -16.3% |
| 1Y | +3.5% | +90.9% | -87.4% | -19.1% |
| 3Y | +164.8% | +113.4% | +51.4% | +83.5% |
| 5Y | -53.1% | +258.3% | -311.4% | -71.1% |
| All | -53.1% | +260.8% | -313.9% | -71.1% |
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 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