+3,551.7%
DLR vs MOD
+283.9%
+3,267.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -21.4% | +24.0% | +6.6% |
| 7D | +2.8% | -31.3% | +34.2% | +9.5% |
| 30D | +2.8% | -46.1% | +48.9% | +14.3% |
| 3M | -4.0% | -51.1% | +47.1% | +8.3% |
| 6M | -5.6% | -62.1% | +56.5% | +10.0% |
| YTD | +21.9% | -26.2% | +48.1% | +23.3% |
| 1Y | +13.0% | -32.6% | +45.6% | +15.5% |
| 3Y | +52.2% | +133.8% | -81.6% | +15.2% |
| 5Y | +40.3% | +792.8% | -752.4% | -21.8% |
| 10Y | +186.1% | +959.8% | -773.7% | +24.6% |
| All | +3,551.7% | +283.9% | +3,267.8% | +1,430.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling