+34.1%
FITB vs DINO
+105.4%
-71.2%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.8% | +9.2% | +1.5% |
| 7D | +2.3% | -6.6% | +8.9% | +2.4% |
| 30D | +7.7% | -9.2% | +17.0% | +7.7% |
| 3M | -4.5% | +19.2% | -23.7% | -5.5% |
| 6M | +12.5% | +47.6% | -35.1% | +10.0% |
| YTD | +19.8% | +132.2% | -112.5% | +9.1% |
| 1Y | +34.1% | +102.0% | -67.8% | +24.9% |
| All | +34.1% | +105.4% | -71.2% | +24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling