+475.0%
DINO vs USFR
+28.1%
+446.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | +2.3% | +0.1% | +2.2% | +2.1% |
| 30D | +22.6% | +0.4% | +22.3% | +22.1% |
| 3M | +55.2% | +1.0% | +54.2% | +53.2% |
| 6M | +93.8% | +2.0% | +91.8% | +89.2% |
| YTD | +139.5% | +2.8% | +136.8% | +131.7% |
| 1Y | +115.3% | +4.1% | +111.2% | +104.9% |
| 3Y | +98.8% | +14.1% | +84.6% | +70.1% |
| 5Y | +333.5% | +20.6% | +312.9% | +244.6% |
| All | +475.0% | +28.1% | +446.8% | +335.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling