+43.5%
F vs DINO
+93.6%
-50.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | +1.6% | -15.5% | +17.0% | +4.5% |
| 30D | +2.6% | -16.0% | +18.6% | +5.4% |
| 3M | -8.8% | +17.9% | -26.7% | -12.9% |
| 6M | +4.6% | +38.5% | -33.9% | -4.1% |
| YTD | -1.9% | +115.8% | -117.7% | -22.7% |
| 1Y | -0.8% | +87.1% | -87.9% | -17.9% |
| 3Y | +43.5% | +96.5% | -53.0% | +9.4% |
| All | +43.5% | +93.6% | -50.1% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DINO.
Daily Out/Under-Performance
Portfolio return minus DINO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DINO 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 3y: compounded portfolio wealth divided by compounded DINO 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…
3y analysis · Full analysis span regression · 6 months rolling