+324.6%
DINO vs FDS
-20.4%
+345.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.3% | +7.0% | +3.3% |
| 7D | +4.2% | -5.4% | +9.6% | +4.8% |
| 30D | +33.9% | +1.6% | +32.3% | +33.5% |
| 3M | +50.5% | +17.7% | +32.8% | +46.6% |
| 6M | +95.2% | +29.1% | +66.1% | +86.8% |
| YTD | +140.6% | +1.0% | +139.6% | +140.4% |
| 1Y | +119.0% | -21.6% | +140.6% | +131.3% |
| 3Y | +100.4% | -30.1% | +130.5% | +116.4% |
| 5Y | +324.6% | -20.7% | +345.3% | +378.7% |
| All | +324.6% | -20.4% | +345.0% | +378.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling