+111.1%
DINO vs DD
+41.5%
+69.6%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.7% |
| 7D | +5.7% | -3.5% | +9.2% | +6.0% |
| 30D | +27.8% | -10.3% | +38.1% | +28.8% |
| 3M | +45.6% | -7.5% | +53.2% | +46.4% |
| 6M | +88.5% | -8.0% | +96.5% | +89.9% |
| YTD | +134.1% | +10.5% | +123.6% | +125.5% |
| 1Y | +111.1% | +38.3% | +72.8% | +92.9% |
| All | +111.1% | +41.5% | +69.6% | +92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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