+115.3%
DINO vs FDS
-27.2%
+142.6%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.1% |
| 7D | +2.3% | -14.0% | +16.3% | +2.1% |
| 30D | +22.6% | -6.2% | +28.9% | +22.6% |
| 3M | +55.2% | +10.2% | +45.1% | +54.7% |
| 6M | +93.8% | +27.4% | +66.3% | +94.9% |
| YTD | +139.5% | -9.3% | +148.8% | +137.4% |
| 1Y | +115.3% | -28.6% | +144.0% | +108.9% |
| All | +115.3% | -27.2% | +142.6% | +108.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling