+181.2%
DLR vs MOD
+1,079.7%
-898.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +27.9% | -29.8% | -5.1% |
| 7D | +3.3% | +40.4% | -37.1% | -1.1% |
| 30D | +4.6% | -14.0% | +18.6% | +5.4% |
| 3M | -8.3% | -33.3% | +25.1% | -5.0% |
| 6M | -5.6% | -51.4% | +45.8% | +0.6% |
| YTD | +18.7% | +1.6% | +17.1% | +15.1% |
| 1Y | +17.1% | +5.4% | +11.7% | +12.7% |
| 3Y | +54.4% | +191.0% | -136.6% | +30.7% |
| 5Y | +36.5% | +1,093.1% | -1,056.7% | +1.5% |
| All | +181.2% | +1,079.7% | -898.5% | +102.1% |
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