-20.2%
DOCN vs MOD
+780.0%
-800.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -21.4% | +14.3% | +1.1% |
| 7D | -20.0% | -31.3% | +11.3% | -8.1% |
| 30D | -38.8% | -46.1% | +7.3% | -22.6% |
| 3M | -34.8% | -51.1% | +16.3% | -15.0% |
| 6M | -22.8% | -62.1% | +39.3% | +10.3% |
| YTD | +74.6% | -26.2% | +100.8% | +91.4% |
| 1Y | +116.4% | -32.6% | +149.0% | +142.9% |
| 3Y | +239.3% | +133.8% | +105.5% | +119.6% |
| 5Y | -20.2% | +792.8% | -813.0% | -72.7% |
| All | -20.2% | +780.0% | -800.2% | -72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling