+164.6%
DOCN vs MOD
+1,145.4%
-980.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.3% | -1.5% | +1.3% |
| 7D | +1.1% | +9.6% | -8.5% | -2.1% |
| 30D | -9.6% | 0.0% | -9.7% | -9.6% |
| 3M | -37.7% | -35.4% | -2.3% | -27.6% |
| 6M | +115.2% | -7.3% | +122.5% | +119.4% |
| YTD | +133.7% | +45.8% | +87.9% | +101.7% |
| 1Y | +250.2% | +43.1% | +207.0% | +200.4% |
| 3Y | +320.3% | +297.7% | +22.6% | +139.0% |
| 5Y | +53.1% | +1,478.8% | -1,425.6% | -49.4% |
| All | +164.6% | +1,145.4% | -980.8% | -11.5% |
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