+2,900.6%
FITB vs DINO
+18,972.9%
-16,072.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +2.8% | +5.7% | -2.9% | +1.0% |
| 30D | +9.8% | -19.6% | +29.4% | +16.9% |
| 3M | -5.2% | +11.8% | -17.0% | -9.4% |
| 6M | +17.3% | +49.0% | -31.6% | +1.6% |
| YTD | +19.3% | +128.1% | -108.8% | -11.2% |
| 1Y | +32.7% | +96.3% | -63.6% | +3.5% |
| 3Y | +141.6% | +113.8% | +27.8% | +79.0% |
| 5Y | +48.9% | +252.7% | -203.8% | -9.3% |
| 10Y | +216.5% | +451.4% | -234.9% | +56.6% |
| All | +2,900.6% | +18,972.9% | -16,072.2% | +714.7% |
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