-56.4%
FICO vs DINO
+105.4%
-161.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -7.8% | +4.5% | -3.0% |
| 7D | +0.4% | -6.6% | +7.0% | +0.6% |
| 30D | +1.7% | -9.2% | +10.9% | +1.7% |
| 3M | -33.0% | +19.2% | -52.3% | -32.7% |
| 6M | -33.9% | +47.6% | -81.4% | -33.1% |
| YTD | -58.5% | +132.2% | -190.8% | -57.4% |
| 1Y | -56.4% | +102.0% | -158.3% | -54.8% |
| All | -56.4% | +105.4% | -161.7% | -54.8% |
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