+485.3%
DINO vs MOD
+1,604.6%
-1,119.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.3% | -5.0% | -1.5% |
| 7D | +5.7% | +9.6% | -3.9% | +3.8% |
| 30D | +27.8% | 0.0% | +27.8% | +27.6% |
| 3M | +45.6% | -35.4% | +81.0% | +56.5% |
| 6M | +88.5% | -7.3% | +95.7% | +84.3% |
| YTD | +134.1% | +45.8% | +88.3% | +105.3% |
| 1Y | +111.1% | +43.1% | +68.0% | +82.6% |
| 3Y | +109.1% | +297.7% | -188.6% | +28.0% |
| 5Y | +307.2% | +1,478.8% | -1,171.6% | +62.4% |
| All | +485.3% | +1,604.6% | -1,119.3% | +87.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling