-38.6%
FICO vs DINO
+111.1%
-149.7%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.7% | -16.0% | -16.7% |
| 7D | -19.2% | +5.7% | -24.9% | -19.0% |
| 30D | -14.6% | +27.8% | -42.4% | -13.9% |
| 3M | -20.1% | +45.6% | -65.7% | -19.3% |
| 6M | -36.3% | +88.5% | -124.8% | -34.6% |
| YTD | -44.9% | +134.1% | -179.0% | -43.8% |
| 1Y | -38.6% | +111.1% | -149.7% | -37.2% |
| All | -38.6% | +111.1% | -149.7% | -37.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling