+40.6%
DINO vs Z
-28.9%
+69.5%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.7% | +1.3% | +3.1% |
| 7D | -2.7% | -13.1% | +10.4% | -3.5% |
| 30D | -17.2% | +5.9% | -23.1% | -16.3% |
| 3M | +18.9% | -13.7% | +32.6% | +18.4% |
| 6M | +40.6% | -27.1% | +67.7% | +38.2% |
| All | +40.6% | -28.9% | +69.5% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 6mo: compounded portfolio wealth divided by compounded Z 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…
6mo analysis · Full analysis span regression · 6 months rolling