+195.5%
W vs DINO
+259.4%
-63.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.7% |
| 7D | -1.7% | +4.5% | -6.2% | -2.7% |
| 30D | +3.2% | -20.3% | +23.6% | +8.4% |
| 3M | +8.3% | +16.2% | -7.9% | +3.4% |
| 6M | +84.3% | +44.1% | +40.2% | +65.3% |
| YTD | +11.0% | +126.9% | -115.8% | -13.3% |
| 1Y | -0.2% | +94.0% | -94.2% | -18.9% |
| 3Y | +157.9% | +114.2% | +43.7% | +100.9% |
| 5Y | -56.8% | +250.8% | -307.5% | -70.8% |
| 10Y | +212.2% | +448.4% | -236.2% | +81.9% |
| All | +195.5% | +259.4% | -63.9% | +88.1% |
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 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