+303.6%
DINO vs MOD
+1,486.5%
-1,182.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.3% | -5.0% | -1.2% |
| 7D | +5.7% | +9.6% | -3.9% | +4.6% |
| 30D | +27.8% | 0.0% | +27.8% | +27.7% |
| 3M | +45.6% | -35.4% | +81.0% | +52.0% |
| 6M | +88.5% | -7.3% | +95.7% | +85.8% |
| YTD | +134.1% | +45.8% | +88.3% | +115.3% |
| 1Y | +111.1% | +43.1% | +68.0% | +92.4% |
| 3Y | +109.1% | +297.7% | -188.6% | +53.1% |
| All | +303.6% | +1,486.5% | -1,182.8% | +144.6% |
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