-58.8%
FICO vs DINO
+88.4%
-147.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.7% | +0.1% | +2.7% |
| 7D | -0.1% | -10.7% | +10.6% | +0.2% |
| 30D | +8.4% | -17.8% | +26.2% | +8.7% |
| 3M | -30.5% | +23.3% | -53.8% | -29.7% |
| 6M | -35.7% | +39.6% | -75.3% | -34.8% |
| YTD | -57.2% | +121.6% | -178.8% | -55.0% |
| All | -58.8% | +88.4% | -147.2% | -57.5% |
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