+18,235.2%
DINO vs FDS
+9,502.8%
+8,732.3%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | +0.2% |
| 7D | +5.7% | -1.9% | +7.6% | +6.2% |
| 30D | +27.8% | +9.0% | +18.8% | +24.9% |
| 3M | +45.6% | +18.9% | +26.8% | +38.2% |
| 6M | +88.5% | +35.1% | +53.3% | +71.8% |
| YTD | +134.1% | +5.5% | +128.6% | +125.3% |
| 1Y | +111.1% | -16.8% | +127.9% | +114.5% |
| 3Y | +109.1% | -28.1% | +137.2% | +119.2% |
| 5Y | +307.2% | -17.4% | +324.6% | +305.7% |
| 10Y | +495.9% | +85.4% | +410.5% | +374.8% |
| All | +18,235.2% | +9,502.8% | +8,732.3% | +9,903.2% |
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