+554.8%
XYZ vs DINO
+188.1%
+366.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -3.1% |
| 7D | +12.6% | -12.9% | +25.5% | +15.8% |
| 30D | +10.8% | -18.6% | +29.4% | +15.4% |
| 3M | +8.4% | +16.6% | -8.3% | +3.3% |
| 6M | +14.3% | +38.2% | -23.8% | +4.1% |
| YTD | +31.5% | +119.3% | -87.9% | +5.4% |
| 1Y | +28.1% | +84.3% | -56.2% | +7.1% |
| 3Y | +66.2% | +107.1% | -41.0% | +31.8% |
| 5Y | -62.3% | +249.9% | -312.3% | -74.1% |
| 10Y | +634.6% | +428.8% | +205.8% | +364.2% |
| All | +554.8% | +188.1% | +366.7% | +277.3% |
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