+111.1%
DINO vs PBF
+176.4%
-65.2%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.1% |
| 7D | +5.7% | +4.3% | +1.4% | +3.7% |
| 30D | +27.8% | +22.0% | +5.8% | +16.6% |
| 3M | +45.6% | +74.5% | -28.9% | +11.7% |
| 6M | +88.5% | +67.7% | +20.8% | +45.2% |
| YTD | +134.1% | +179.2% | -45.1% | +46.9% |
| 1Y | +111.1% | +170.0% | -58.9% | +33.2% |
| All | +111.1% | +176.4% | -65.2% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 1y: compounded portfolio wealth divided by compounded PBF 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…
1y analysis · Full analysis span regression · 6 months rolling