+102.8%
DINO vs UMAC
+473.8%
-371.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.1% |
| 7D | +2.3% | -3.4% | +5.7% | +2.3% |
| 30D | +22.6% | -15.1% | +37.7% | +22.8% |
| 3M | +55.2% | -10.8% | +66.0% | +55.2% |
| 6M | +93.8% | +15.7% | +78.1% | +92.9% |
| YTD | +139.5% | +80.1% | +59.4% | +137.2% |
| 1Y | +115.3% | +116.7% | -1.4% | +112.6% |
| All | +102.8% | +473.8% | -371.0% | +96.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling