+84.4%
FICO vs DINO
+250.9%
-166.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +2.2% | +5.7% | -3.5% | +1.5% |
| 30D | +0.1% | -19.6% | +19.6% | +2.7% |
| 3M | -35.2% | +11.8% | -47.0% | -36.2% |
| 6M | -32.4% | +49.0% | -81.3% | -36.1% |
| YTD | -57.4% | +128.1% | -185.5% | -62.4% |
| 1Y | -58.5% | +96.3% | -154.8% | -62.6% |
| 3Y | -28.9% | +113.8% | -142.6% | -38.7% |
| All | +84.4% | +250.9% | -166.6% | +47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling