+102.5%
DINO vs UMAC
+488.3%
-385.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.9% | -0.4% |
| 7D | +1.5% | -4.0% | +5.5% | +1.5% |
| 30D | +25.9% | -9.4% | +35.3% | +26.0% |
| 3M | +53.2% | +3.0% | +50.2% | +52.9% |
| 6M | +105.5% | +27.2% | +78.3% | +104.4% |
| YTD | +139.2% | +84.7% | +54.5% | +136.8% |
| 1Y | +117.4% | +136.5% | -19.1% | +114.5% |
| All | +102.5% | +488.3% | -385.7% | +96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 3y: compounded portfolio wealth divided by compounded UMAC 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…
3y analysis · Full analysis span regression · 6 months rolling