+117.4%
DINO vs DD
+35.1%
+82.3%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | +1.5% | -2.9% | +4.4% | +1.7% |
| 30D | +25.9% | -11.5% | +37.4% | +27.0% |
| 3M | +53.2% | -5.4% | +58.6% | +53.4% |
| 6M | +105.5% | -6.9% | +112.4% | +105.5% |
| YTD | +139.2% | +6.9% | +132.4% | +130.6% |
| 1Y | +117.4% | +35.6% | +81.7% | +97.4% |
| All | +117.4% | +35.1% | +82.3% | +97.4% |
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