+163.8%
CIEN vs DINO
+116.3%
+47.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.1% | +4.4% | +4.5% |
| 7D | +8.9% | +2.3% | +6.6% | +9.1% |
| 30D | -19.1% | +22.6% | -41.7% | -17.2% |
| 3M | -21.5% | +55.2% | -76.7% | -16.8% |
| 6M | +2.8% | +93.8% | -90.9% | +14.6% |
| YTD | +49.5% | +139.5% | -90.1% | +71.0% |
| 1Y | +163.8% | +115.3% | +48.5% | +213.5% |
| All | +163.8% | +116.3% | +47.5% | +213.5% |
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