+98.8%
DINO vs MKTX
-25.3%
+124.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +2.3% | -0.2% | +2.5% | +2.3% |
| 30D | +22.6% | +0.7% | +21.9% | +22.6% |
| 3M | +55.2% | +40.8% | +14.4% | +55.3% |
| 6M | +93.8% | -8.0% | +101.8% | +92.9% |
| YTD | +139.5% | -8.7% | +148.2% | +138.6% |
| 1Y | +115.3% | -11.8% | +127.1% | +114.6% |
| 3Y | +98.8% | -24.0% | +122.8% | +98.4% |
| All | +98.8% | -25.3% | +124.1% | +98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 3y: compounded portfolio wealth divided by compounded MKTX 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…
3y analysis · Full analysis span regression · 6 months rolling