+1,265.9%
DINO vs FN
+2,887.5%
-1,621.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +11.7% | -12.3% | -2.5% |
| 7D | -15.5% | 0.0% | -15.4% | -15.7% |
| 30D | -16.0% | -34.3% | +18.4% | -10.8% |
| 3M | +17.9% | -39.9% | +57.8% | +25.8% |
| 6M | +38.5% | -51.8% | +90.4% | +51.0% |
| YTD | +115.8% | -28.1% | +144.0% | +113.3% |
| 1Y | +87.1% | -29.1% | +116.2% | +84.3% |
| 3Y | +96.5% | +102.4% | -5.9% | +47.7% |
| 5Y | +249.9% | +171.7% | +78.2% | +138.0% |
| 10Y | +472.9% | +773.5% | -300.7% | +195.3% |
| All | +1,265.9% | +2,887.5% | -1,621.6% | +447.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling