+54.3%
DOCN vs MOD
-37.4%
+91.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -7.3% | -8.6% | -12.6% |
| 7D | -29.3% | -34.2% | +4.9% | -15.4% |
| 30D | -46.0% | -51.9% | +5.8% | -26.2% |
| 3M | -43.2% | -53.0% | +9.8% | -22.0% |
| 6M | -53.7% | -66.4% | +12.6% | -28.5% |
| YTD | +46.9% | -31.5% | +78.5% | +99.0% |
| 1Y | +54.3% | -39.6% | +93.9% | +112.6% |
| All | +54.3% | -37.4% | +91.7% | +112.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling