+17,760.3%
DINO vs FDS
+10,448.9%
+7,311.4%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.9% | +1.2% |
| 7D | +5.0% | -2.6% | +7.6% | +5.7% |
| 30D | -19.9% | +14.1% | -34.0% | -22.7% |
| 3M | +16.8% | +19.8% | -3.0% | +11.0% |
| 6M | +44.8% | +55.0% | -10.1% | +27.6% |
| YTD | +128.0% | +15.9% | +112.2% | +113.4% |
| 1Y | +95.0% | +24.2% | +70.8% | +78.7% |
| 3Y | +115.4% | -24.0% | +139.4% | +121.9% |
| 5Y | +252.6% | -23.3% | +275.9% | +257.5% |
| 10Y | +451.2% | +128.0% | +323.2% | +315.7% |
| All | +17,760.3% | +10,448.9% | +7,311.4% | +9,373.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling