+100.4%
DINO vs FDS
-30.4%
+130.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.3% | +7.0% | +3.1% |
| 7D | +4.2% | -5.4% | +9.6% | +4.7% |
| 30D | +33.9% | +1.6% | +32.3% | +33.5% |
| 3M | +50.5% | +17.7% | +32.8% | +47.3% |
| 6M | +95.2% | +29.1% | +66.1% | +88.4% |
| YTD | +140.6% | +1.0% | +139.6% | +142.9% |
| 1Y | +119.0% | -21.6% | +140.6% | +137.3% |
| 3Y | +100.4% | -30.1% | +130.5% | +119.5% |
| All | +100.4% | -30.4% | +130.8% | +119.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling