+111.1%
DINO vs MOD
+45.0%
+66.1%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.3% | -5.0% | -0.7% |
| 7D | +5.7% | +9.6% | -3.9% | +5.7% |
| 30D | +27.8% | 0.0% | +27.8% | +27.8% |
| 3M | +45.6% | -35.4% | +81.0% | +44.9% |
| 6M | +88.5% | -7.3% | +95.7% | +87.6% |
| YTD | +134.1% | +45.8% | +88.3% | +131.1% |
| 1Y | +111.1% | +43.1% | +68.0% | +112.4% |
| All | +111.1% | +45.0% | +66.1% | +112.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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