+104,095.6%
FICO vs DINO
+19,474.2%
+84,621.3%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.7% | -16.0% | -16.5% |
| 7D | -19.2% | +5.7% | -24.9% | -20.1% |
| 30D | -14.6% | +27.8% | -42.4% | -18.9% |
| 3M | -20.1% | +45.6% | -65.7% | -26.5% |
| 6M | -36.3% | +88.5% | -124.8% | -44.9% |
| YTD | -44.9% | +134.1% | -179.0% | -54.6% |
| 1Y | -38.6% | +111.1% | -149.7% | -48.6% |
| 3Y | +4.0% | +109.1% | -105.1% | -14.7% |
| 5Y | +99.5% | +307.2% | -207.6% | +36.8% |
| 10Y | +604.7% | +495.9% | +108.7% | +302.4% |
| All | +104,095.6% | +19,474.2% | +84,621.3% | +32,325.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling