+252.4%
DINO vs MOD
+1,086.9%
-834.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +27.9% | -27.8% | -3.0% |
| 7D | +5.7% | +40.4% | -34.7% | +1.4% |
| 30D | -19.6% | -14.0% | -5.6% | -18.9% |
| 3M | +11.8% | -33.3% | +45.1% | +15.4% |
| 6M | +49.0% | -51.4% | +100.4% | +57.6% |
| YTD | +128.1% | +1.6% | +126.5% | +116.3% |
| 1Y | +96.3% | +5.4% | +90.9% | +84.2% |
| 3Y | +113.8% | +191.0% | -77.2% | +63.1% |
| All | +252.4% | +1,086.9% | -834.5% | +130.8% |
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