+9.7%
FPS vs DINO
+96.7%
-87.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.1% | +8.9% | +9.0% |
| 7D | +1.5% | +2.3% | -0.8% | +1.5% |
| 30D | -16.9% | +22.6% | -39.5% | -17.0% |
| 3M | -45.3% | +55.2% | -100.6% | -45.5% |
| 6M | -10.3% | +93.8% | -104.1% | -16.2% |
| All | +9.7% | +96.7% | -87.0% | +1.8% |
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 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