+258.3%
DINO vs FFIV
+41.1%
+217.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.2% | +2.8% |
| 7D | -2.7% | -2.9% | +0.2% | -1.8% |
| 30D | -17.2% | -32.4% | +15.2% | -7.8% |
| 3M | +18.9% | -22.7% | +41.6% | +26.3% |
| 6M | +40.6% | -10.7% | +51.3% | +41.8% |
| YTD | +125.9% | +25.4% | +100.6% | +102.1% |
| 1Y | +90.9% | +34.2% | +56.8% | +66.6% |
| 3Y | +113.4% | +101.2% | +12.2% | +62.4% |
| 5Y | +258.3% | +42.0% | +216.4% | +182.4% |
| All | +258.3% | +41.1% | +217.2% | +182.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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