+46.5%
F vs DINO
+313.0%
-266.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.8% | -7.0% | -4.9% |
| 7D | +1.2% | +4.2% | -3.0% | +0.1% |
| 30D | +1.2% | +33.9% | -32.6% | -5.9% |
| 3M | -5.7% | +50.5% | -56.2% | -15.2% |
| 6M | +17.9% | +95.2% | -77.2% | -2.4% |
| YTD | +10.4% | +140.6% | -130.1% | -14.8% |
| 1Y | +25.3% | +119.0% | -93.6% | -1.0% |
| 3Y | +37.5% | +100.4% | -62.9% | +7.2% |
| 5Y | +46.5% | +324.6% | -278.1% | -12.8% |
| All | +46.5% | +313.0% | -266.5% | -12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling