+186.6%
DLR vs MOD
+822.6%
-636.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | +5.0% | +16.1% | -11.1% | +3.2% |
| 30D | +3.0% | -38.5% | +41.5% | +8.4% |
| 3M | -6.3% | -46.8% | +40.6% | +0.1% |
| 6M | -4.8% | -61.6% | +56.8% | +4.7% |
| YTD | +21.0% | -20.5% | +41.5% | +21.2% |
| 1Y | +15.1% | -28.0% | +43.2% | +16.2% |
| 3Y | +56.0% | +134.9% | -79.0% | +36.1% |
| 5Y | +39.1% | +833.2% | -794.0% | +6.9% |
| All | +186.6% | +822.6% | -636.0% | +112.9% |
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