+116.6%
CIEN vs DINO
+16,370.7%
-16,254.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | +15.3% | +5.7% | +9.6% | +13.6% |
| 30D | -22.0% | -19.6% | -2.4% | -16.8% |
| 3M | -36.6% | +11.8% | -48.4% | -38.7% |
| 6M | -51.5% | +49.0% | -100.4% | -56.9% |
| YTD | +20.0% | +128.1% | -108.2% | -7.8% |
| 1Y | +44.5% | +96.3% | -51.8% | +15.8% |
| 3Y | +539.0% | +113.8% | +425.3% | +386.7% |
| 5Y | +356.8% | +252.7% | +104.2% | +184.8% |
| 10Y | +1,190.4% | +451.4% | +739.0% | +490.6% |
| All | +116.6% | +16,370.7% | -16,254.0% | -67.3% |
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