+50.9%
FERG vs DINO
+98.1%
-47.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | +0.9% | +2.0% | -1.1% | +0.6% |
| 30D | -15.1% | +27.7% | -42.7% | -18.5% |
| 3M | -4.8% | +56.3% | -61.1% | -12.4% |
| 6M | -2.5% | +107.6% | -110.0% | -16.5% |
| YTD | +1.8% | +140.2% | -138.4% | -16.9% |
| 1Y | -0.3% | +113.0% | -113.3% | -16.1% |
| All | +50.9% | +98.1% | -47.3% | +20.9% |
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