-64.9%
FIS vs DINO
+328.8%
-393.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.8% | -8.6% | -6.3% |
| 7D | -3.5% | +4.2% | -7.6% | -4.1% |
| 30D | -7.8% | +33.9% | -41.7% | -11.9% |
| 3M | +0.8% | +50.5% | -49.7% | -5.5% |
| 6M | -21.9% | +95.2% | -117.1% | -30.0% |
| YTD | -39.5% | +140.6% | -180.0% | -48.1% |
| 1Y | -41.0% | +119.0% | -159.9% | -48.6% |
| 3Y | -23.6% | +100.4% | -124.0% | -34.3% |
| All | -64.9% | +328.8% | -393.8% | -75.0% |
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 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