+162.4%
DLR vs MOD
+911.6%
-749.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.7% | -6.0% | -0.9% |
| 7D | -3.6% | -25.5% | +22.0% | -0.7% |
| 30D | -3.5% | -49.0% | +45.5% | +3.8% |
| 3M | -8.9% | -49.8% | +40.9% | -2.1% |
| 6M | -11.6% | -64.8% | +53.2% | -1.8% |
| YTD | +14.9% | -27.6% | +42.5% | +16.4% |
| 1Y | +6.4% | -35.2% | +41.6% | +8.8% |
| 3Y | +47.3% | +137.1% | -89.9% | +29.0% |
| 5Y | +32.8% | +760.3% | -727.5% | +3.6% |
| All | +162.4% | +911.6% | -749.2% | +105.8% |
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