+1,440.5%
FANG vs DINO
+398.1%
+1,042.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | +2.9% | +2.3% | +0.6% | +1.6% |
| 30D | +2.6% | +22.6% | -20.0% | -8.1% |
| 3M | +7.6% | +55.2% | -47.7% | -15.4% |
| 6M | +17.3% | +93.8% | -76.4% | -18.2% |
| YTD | +38.7% | +139.5% | -100.8% | -15.1% |
| 1Y | +51.6% | +115.3% | -63.7% | -2.0% |
| 3Y | +50.0% | +98.8% | -48.8% | -2.1% |
| 5Y | +237.6% | +333.5% | -95.9% | +42.2% |
| 10Y | +180.7% | +487.5% | -306.9% | +12.0% |
| All | +1,440.5% | +398.1% | +1,042.4% | +575.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling