-61.6%
XYZ vs DINO
+253.3%
-314.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.7% | +0.9% | +3.0% |
| 7D | +14.9% | -10.7% | +25.6% | +17.5% |
| 30D | +14.7% | -17.8% | +32.4% | +19.4% |
| 3M | +12.1% | +23.3% | -11.2% | +4.3% |
| 6M | +18.3% | +39.6% | -21.2% | +5.8% |
| YTD | +36.1% | +121.6% | -85.5% | +3.8% |
| 1Y | +35.3% | +88.2% | -52.9% | +8.7% |
| 3Y | +73.5% | +114.4% | -40.9% | +27.4% |
| 5Y | -61.6% | +248.7% | -310.3% | -76.7% |
| All | -61.6% | +253.3% | -314.9% | -76.7% |
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