+14.4%
FIX vs DINO
+105.4%
-91.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -7.8% | -7.3% | -14.4% |
| 7D | -18.9% | -6.6% | -12.3% | -18.3% |
| 30D | -36.3% | -9.2% | -27.1% | -35.7% |
| 3M | -38.5% | +19.2% | -57.7% | -37.9% |
| 6M | -42.3% | +47.6% | -89.8% | -41.0% |
| YTD | +17.1% | +132.2% | -115.1% | +18.8% |
| 1Y | +14.4% | +102.0% | -87.6% | +20.0% |
| All | +14.4% | +105.4% | -91.0% | +20.0% |
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 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