+413.5%
DINO vs FIVE
+868.1%
-454.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.1% | -5.8% | -1.7% |
| 7D | +5.7% | +4.3% | +1.5% | +4.8% |
| 30D | +27.8% | +12.5% | +15.3% | +24.6% |
| 3M | +45.6% | +31.2% | +14.4% | +37.5% |
| 6M | +88.5% | +14.4% | +74.1% | +81.0% |
| YTD | +134.1% | +33.9% | +100.2% | +117.3% |
| 1Y | +111.1% | +65.1% | +46.1% | +86.8% |
| 3Y | +109.1% | +49.0% | +60.1% | +78.9% |
| 5Y | +307.2% | +30.3% | +276.9% | +246.8% |
| 10Y | +495.9% | +481.1% | +14.8% | +283.4% |
| All | +413.5% | +868.1% | -454.6% | +202.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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