-80.8%
FIG vs DINO
+154.6%
-235.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | -12.2% | +1.5% | -13.7% | -12.3% |
| 30D | -11.0% | +25.9% | -36.9% | -12.4% |
| 3M | +11.9% | +53.2% | -41.3% | +8.7% |
| 6M | -21.9% | +105.5% | -127.4% | -21.9% |
| YTD | -40.8% | +139.2% | -180.0% | -40.9% |
| 1Y | -56.6% | +117.4% | -174.0% | -56.2% |
| All | -80.8% | +154.6% | -235.4% | -76.7% |
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 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