+103.6%
DINO vs UMAC
+549.5%
-445.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +9.3% | -6.6% | +2.7% |
| 7D | +4.2% | +14.7% | -10.5% | +4.0% |
| 30D | +33.9% | -0.5% | +34.4% | +33.8% |
| 3M | +50.5% | +0.5% | +50.0% | +50.4% |
| 6M | +95.2% | +57.9% | +37.2% | +93.8% |
| YTD | +140.6% | +103.9% | +36.6% | +137.9% |
| 1Y | +119.0% | +159.3% | -40.3% | +115.9% |
| All | +103.6% | +549.5% | -445.9% | +97.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling