Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • DINO vs FDS✓SelectedUSD · FDSDINO vs FDS performance historyLatest closeAs of-0.39%09/10
Stock and ETF performance explorer

DINO vs FDS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+474.3%
FDS return
+66.9%
Excess return
+407.5%
Maximum drawdown
-77.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 2016-09-10 to 2026-09-10.

Portfolio and benchmark returns by period
PeriodPortfolioFDSExcessAlpha
1D-0.4%-5.8%+5.4%+1.2%
7D+1.5%-16.0%+17.5%+6.2%
30D+25.9%-6.7%+32.6%+27.9%
3M+53.2%+6.0%+47.2%+48.8%
6M+105.5%+25.1%+80.4%+87.9%
YTD+139.2%-8.1%+147.4%+139.7%
1Y+117.4%-26.0%+143.4%+133.1%
3Y+99.3%-36.4%+135.7%+123.2%
5Y+333.0%-27.7%+360.7%+348.2%
All+474.3%+66.9%+407.5%+285.3%

Cumulative growth

Daily Returns

Daily percentage return beside FDS.

Daily Out/Under-Performance

Portfolio return minus FDS return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × FDS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FDS 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…

2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling