+177.5%
DLR vs MOD
+1,005.7%
-828.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +9.9% | -6.5% | +2.2% |
| 7D | +2.4% | -13.9% | +16.3% | +3.7% |
| 30D | +0.7% | -41.5% | +42.3% | +6.6% |
| 3M | -6.4% | -45.7% | +39.3% | -0.3% |
| 6M | -6.5% | -61.1% | +54.6% | +2.6% |
| YTD | +18.8% | -20.5% | +39.3% | +19.0% |
| 1Y | +9.0% | -32.1% | +41.2% | +10.8% |
| 3Y | +54.5% | +146.5% | -92.0% | +34.4% |
| 5Y | +35.8% | +812.7% | -776.9% | +4.8% |
| 10Y | +177.5% | +966.8% | -789.4% | +113.8% |
| All | +177.5% | +1,005.7% | -828.3% | +113.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling