-100.0%
DFNS vs DINO
+115.3%
-215.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.5% | -5.5% |
| 7D | -6.0% | +5.7% | -11.7% | -5.8% |
| 30D | -71.2% | -19.6% | -51.6% | -71.8% |
| 3M | -94.5% | +11.8% | -106.3% | -94.4% |
| 6M | -96.5% | +49.0% | -145.5% | -96.3% |
| YTD | -99.6% | +128.1% | -227.7% | -99.6% |
| 1Y | -99.7% | +96.3% | -196.0% | -99.7% |
| 3Y | -100.0% | +113.8% | -213.8% | -100.0% |
| All | -100.0% | +115.3% | -215.2% | -100.0% |
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