+243.9%
DINO vs MOD
+748.9%
-505.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.7% | -6.3% | -1.2% |
| 7D | -15.5% | -25.5% | +10.1% | -12.9% |
| 30D | -16.0% | -49.0% | +33.0% | -10.1% |
| 3M | +17.9% | -49.8% | +67.7% | +26.0% |
| 6M | +38.5% | -64.8% | +103.3% | +52.3% |
| YTD | +115.8% | -27.6% | +143.5% | +113.2% |
| 1Y | +87.1% | -35.2% | +122.3% | +86.6% |
| 3Y | +96.5% | +137.1% | -40.6% | +53.4% |
| All | +243.9% | +748.9% | -505.0% | +132.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling