+102.0%
DINO vs DD
+49.3%
+52.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.8% | -6.0% | -7.7% |
| 7D | -6.6% | +8.7% | -15.3% | -6.8% |
| 30D | -9.2% | +15.3% | -24.6% | -9.7% |
| 3M | +19.2% | +5.9% | +13.3% | +18.9% |
| 6M | +47.6% | +11.6% | +36.0% | +46.2% |
| YTD | +132.2% | +26.5% | +105.7% | +120.3% |
| 1Y | +102.0% | +35.4% | +66.6% | +88.8% |
| All | +102.0% | +49.3% | +52.7% | +88.8% |
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