+328.7%
DINO vs DD
+59.3%
+269.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +0.8% |
| 7D | +2.0% | -3.8% | +5.7% | +3.4% |
| 30D | +27.7% | -9.2% | +36.9% | +32.3% |
| 3M | +56.3% | -9.0% | +65.3% | +61.1% |
| 6M | +107.6% | -5.0% | +112.5% | +108.1% |
| YTD | +140.2% | +7.4% | +132.8% | +127.2% |
| 1Y | +113.0% | +35.1% | +77.9% | +80.5% |
| 3Y | +100.1% | +43.2% | +56.9% | +61.9% |
| 5Y | +328.7% | +59.6% | +269.1% | +217.4% |
| All | +328.7% | +59.3% | +269.4% | +217.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling