+239.9%
FIS vs DINO
+8,734.1%
-8,494.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.1% | +4.2% |
| 7D | +2.8% | +5.7% | -2.9% | +1.7% |
| 30D | -16.7% | -19.6% | +2.8% | -13.0% |
| 3M | -32.3% | +11.8% | -44.1% | -33.7% |
| 6M | -29.1% | +49.0% | -78.0% | -34.5% |
| YTD | -54.1% | +128.1% | -182.3% | -61.4% |
| 1Y | -53.7% | +96.3% | -150.0% | -59.9% |
| 3Y | -38.8% | +113.8% | -152.6% | -49.0% |
| 5Y | -71.1% | +252.7% | -323.8% | -78.8% |
| 10Y | -53.1% | +451.4% | -504.5% | -71.5% |
| All | +239.9% | +8,734.1% | -8,494.2% | +7.7% |
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 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