-29.1%
FICO vs DINO
+115.2%
-144.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.7% |
| 7D | +1.4% | +5.0% | -3.6% | +0.9% |
| 30D | -0.8% | -19.9% | +19.1% | +1.3% |
| 3M | -31.3% | +16.8% | -48.1% | -32.4% |
| 6M | -33.9% | +44.8% | -78.8% | -36.5% |
| YTD | -57.6% | +128.0% | -185.6% | -61.7% |
| 1Y | -59.7% | +95.0% | -154.7% | -62.7% |
| All | -29.1% | +115.2% | -144.3% | -39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling