+539.0%
CIEN vs DINO
+115.3%
+423.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | +15.3% | +5.7% | +9.6% | +14.2% |
| 30D | -22.0% | -19.6% | -2.4% | -19.3% |
| 3M | -36.6% | +11.8% | -48.4% | -37.6% |
| 6M | -51.5% | +49.0% | -100.4% | -54.3% |
| YTD | +20.0% | +128.1% | -108.2% | +2.2% |
| 1Y | +44.5% | +96.3% | -51.8% | +28.5% |
| 3Y | +539.0% | +113.8% | +425.3% | +397.1% |
| All | +539.0% | +115.3% | +423.8% | +397.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling