-22.6%
FPS vs DINO
+90.8%
-113.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -7.8% | -9.6% | -16.0% |
| 7D | -23.3% | -6.6% | -16.7% | -22.2% |
| 30D | -42.4% | -9.2% | -33.2% | -41.4% |
| 3M | -43.0% | +19.2% | -62.3% | -42.4% |
| 6M | -44.5% | +47.6% | -92.1% | -43.8% |
| All | -22.6% | +90.8% | -113.4% | -27.4% |
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