+14.5%
FIX vs DINO
+88.4%
-73.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.7% | +6.8% | +9.0% |
| 7D | -7.2% | -10.7% | +3.4% | -5.8% |
| 30D | -35.1% | -17.8% | -17.4% | -34.0% |
| 3M | -34.3% | +23.3% | -57.6% | -33.1% |
| 6M | -42.9% | +39.6% | -82.5% | -41.4% |
| YTD | +19.5% | +121.6% | -102.1% | +20.4% |
| All | +14.5% | +88.4% | -73.9% | +21.7% |
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 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