+67.5%
FERG vs DINO
+319.5%
-252.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -1.0% | +1.5% | -2.5% | -1.3% |
| 30D | -11.8% | +25.9% | -37.7% | -15.3% |
| 3M | -1.2% | +53.2% | -54.4% | -8.7% |
| 6M | -2.3% | +105.5% | -107.8% | -15.4% |
| YTD | +0.8% | +139.2% | -138.5% | -16.0% |
| 1Y | +0.5% | +117.4% | -116.9% | -14.6% |
| 3Y | +51.4% | +99.3% | -47.9% | +25.8% |
| 5Y | +67.5% | +333.0% | -265.5% | +15.1% |
| All | +67.5% | +319.5% | -252.0% | +15.1% |
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