+373.4%
DINO vs FIVE
+822.5%
-449.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -15.5% | -0.3% | -15.2% | -15.5% |
| 30D | -16.0% | +17.7% | -33.6% | -18.7% |
| 3M | +17.9% | +4.0% | +14.0% | +16.3% |
| 6M | +38.5% | +2.6% | +35.9% | +36.2% |
| YTD | +115.8% | +27.6% | +88.3% | +101.5% |
| 1Y | +87.1% | +59.9% | +27.2% | +66.4% |
| 3Y | +96.5% | +35.8% | +60.7% | +70.9% |
| 5Y | +249.9% | +14.4% | +235.5% | +206.1% |
| 10Y | +472.9% | +576.1% | -103.3% | +263.1% |
| All | +373.4% | +822.5% | -449.0% | +180.2% |
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