-100.0%
DFNS vs DINO
+265.6%
-365.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | +0.9% | -20.3% | -19.3% |
| 7D | -12.7% | +5.0% | -17.7% | -12.6% |
| 30D | -65.2% | -19.9% | -45.3% | -65.6% |
| 3M | -94.6% | +16.8% | -111.3% | -94.5% |
| 6M | -96.2% | +44.8% | -141.1% | -96.1% |
| YTD | -99.6% | +128.0% | -227.7% | -99.6% |
| 1Y | -99.7% | +95.0% | -194.7% | -99.7% |
| 3Y | -100.0% | +115.4% | -215.3% | -100.0% |
| 5Y | -100.0% | +252.6% | -352.5% | -100.0% |
| All | -100.0% | +265.6% | -365.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling