+3,644.4%
FIX vs DINO
+421.6%
+3,222.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.4% |
| 7D | -13.9% | -12.9% | -1.1% | -10.1% |
| 30D | -35.5% | -18.6% | -17.0% | -31.6% |
| 3M | -33.9% | +16.6% | -50.5% | -36.7% |
| 6M | -43.3% | +38.2% | -81.5% | -48.5% |
| YTD | +18.7% | +119.3% | -100.7% | -7.1% |
| 1Y | +13.8% | +84.3% | -70.5% | -6.3% |
| 3Y | +495.0% | +107.1% | +387.8% | +358.5% |
| 5Y | +1,049.0% | +249.9% | +799.1% | +613.4% |
| 10Y | +3,644.4% | +428.8% | +3,215.6% | +1,833.1% |
| All | +3,644.4% | +421.6% | +3,222.9% | +1,833.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling