-32.6%
MOD vs DAR
+63.3%
-95.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -2.5% | -19.0% | -20.4% |
| 7D | -31.3% | -5.7% | -25.6% | -29.5% |
| 30D | -46.1% | -16.6% | -29.5% | -42.1% |
| 3M | -51.1% | -13.1% | -38.1% | -49.3% |
| 6M | -62.1% | -18.8% | -43.3% | -59.2% |
| YTD | -26.2% | +45.3% | -71.5% | -42.5% |
| 1Y | -32.6% | +60.6% | -93.2% | -47.6% |
| All | -32.6% | +63.3% | -95.8% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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