+4,064.1%
FDX vs DINO
+18,239.3%
-14,175.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | +0.5% | -12.9% | +13.3% | +3.0% |
| 30D | +9.5% | -18.6% | +28.1% | +13.4% |
| 3M | -1.3% | +16.6% | -17.9% | -4.7% |
| 6M | +5.5% | +38.2% | -32.6% | -1.7% |
| YTD | +38.9% | +119.3% | -80.5% | +17.3% |
| 1Y | +58.8% | +84.3% | -25.5% | +38.5% |
| 3Y | +71.1% | +107.1% | -36.0% | +43.7% |
| 5Y | +76.3% | +249.9% | -173.6% | +30.6% |
| 10Y | +153.4% | +428.8% | -275.4% | +63.1% |
| All | +4,064.1% | +18,239.3% | -14,175.2% | +1,515.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DINO.
Daily Out/Under-Performance
Portfolio return minus DINO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DINO 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 DINO 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