-2.3%
FERG vs DINO
+111.1%
-113.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +2.3% |
| 7D | 0.0% | +5.7% | -5.8% | 0.0% |
| 30D | -10.2% | +27.8% | -38.0% | -9.9% |
| 3M | -0.6% | +45.6% | -46.2% | -0.2% |
| 6M | -6.5% | +88.5% | -95.0% | -8.4% |
| YTD | +4.2% | +134.1% | -129.9% | -3.5% |
| 1Y | -2.3% | +111.1% | -113.4% | -7.3% |
| All | -2.3% | +111.1% | -113.3% | -7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling