+948.1%
FIX vs DINO
+245.4%
+702.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.6% | +6.1% | +5.6% |
| 7D | -17.5% | -15.5% | -2.0% | -14.4% |
| 30D | -41.6% | -16.0% | -25.6% | -39.5% |
| 3M | -40.6% | +17.9% | -58.5% | -42.3% |
| 6M | -49.4% | +38.5% | -87.9% | -52.4% |
| YTD | +9.2% | +115.8% | -106.7% | -7.3% |
| 1Y | +6.5% | +87.1% | -80.7% | -6.7% |
| 3Y | +448.7% | +96.5% | +352.2% | +357.1% |
| All | +948.1% | +245.4% | +702.7% | +666.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling