+48.9%
CIEN vs DINO
+105.4%
-56.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -7.8% | -1.5% | -9.7% |
| 7D | -25.0% | -6.6% | -18.4% | -25.3% |
| 30D | -30.1% | -9.2% | -20.9% | -30.4% |
| 3M | -33.8% | +19.2% | -53.0% | -31.3% |
| 6M | -49.4% | +47.6% | -97.0% | -45.2% |
| YTD | +16.4% | +132.2% | -115.8% | +50.0% |
| 1Y | +48.9% | +102.0% | -53.1% | +98.1% |
| All | +48.9% | +105.4% | -56.5% | +98.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling