+243.9%
DINO vs FN
+170.4%
+73.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +11.7% | -12.3% | -1.5% |
| 7D | -15.5% | 0.0% | -15.4% | -15.5% |
| 30D | -16.0% | -34.3% | +18.4% | -13.6% |
| 3M | +17.9% | -39.9% | +57.8% | +21.5% |
| 6M | +38.5% | -51.8% | +90.4% | +44.4% |
| YTD | +115.8% | -28.1% | +144.0% | +113.1% |
| 1Y | +87.1% | -29.1% | +116.2% | +84.3% |
| 3Y | +96.5% | +102.4% | -5.9% | +61.0% |
| All | +243.9% | +170.4% | +73.6% | +154.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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