-24.1%
FICO vs DINO
+93.6%
-117.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -0.9% | -15.5% | +14.6% | +0.7% |
| 30D | +3.3% | -16.0% | +19.3% | +4.9% |
| 3M | -31.7% | +17.9% | -49.6% | -32.8% |
| 6M | -34.0% | +38.5% | -72.5% | -36.3% |
| YTD | -58.3% | +115.8% | -174.2% | -62.2% |
| 1Y | -57.9% | +87.1% | -145.0% | -61.0% |
| 3Y | -24.1% | +96.5% | -120.6% | -33.7% |
| All | -24.1% | +93.6% | -117.6% | -33.7% |
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 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