+531.6%
FICO vs DINO
+503.4%
+28.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.7% | +0.1% | +2.2% |
| 7D | -0.1% | -10.7% | +10.6% | +2.0% |
| 30D | +8.4% | -17.8% | +26.2% | +12.1% |
| 3M | -30.5% | +23.3% | -53.8% | -33.5% |
| 6M | -35.7% | +39.6% | -75.3% | -40.2% |
| YTD | -57.2% | +121.6% | -178.8% | -64.1% |
| 1Y | -58.4% | +88.2% | -146.6% | -64.0% |
| 3Y | -24.8% | +114.4% | -139.2% | -38.2% |
| 5Y | +79.3% | +248.7% | -169.4% | +27.8% |
| 10Y | +531.6% | +430.9% | +100.8% | +300.7% |
| All | +531.6% | +503.4% | +28.3% | +300.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling