+3,916.3%
FDX vs DINO
+17,945.9%
-14,029.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.6% |
| 7D | -1.6% | -15.5% | +13.9% | +1.4% |
| 30D | +6.6% | -16.0% | +22.6% | +9.7% |
| 3M | -2.1% | +17.9% | -20.0% | -5.6% |
| 6M | +2.2% | +38.5% | -36.4% | -4.9% |
| YTD | +33.9% | +115.8% | -81.9% | +13.5% |
| 1Y | +50.2% | +87.1% | -36.9% | +30.6% |
| 3Y | +65.5% | +96.5% | -31.0% | +40.3% |
| 5Y | +74.1% | +249.9% | -175.8% | +28.9% |
| 10Y | +156.7% | +472.9% | -316.2% | +62.6% |
| All | +3,916.3% | +17,945.9% | -14,029.6% | +1,462.4% |
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