-99.9%
DFNS vs DINO
+381.9%
-481.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.6% |
| 7D | -16.0% | +5.7% | -21.7% | -15.8% |
| 30D | -77.7% | +27.8% | -105.5% | -77.5% |
| 3M | -77.2% | +45.6% | -122.8% | -76.8% |
| 6M | -95.2% | +88.5% | -183.6% | -95.0% |
| YTD | -98.0% | +134.1% | -232.1% | -97.9% |
| 1Y | -98.3% | +111.1% | -209.4% | -98.2% |
| 3Y | -99.9% | +109.1% | -209.0% | -99.9% |
| 5Y | -99.9% | +307.2% | -407.0% | -99.8% |
| All | -99.9% | +381.9% | -481.8% | -99.8% |
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