+906.4%
MOD vs DAR
+268.8%
+637.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.7% | +6.2% |
| 7D | -25.5% | -9.9% | -15.6% | -21.6% |
| 30D | -49.0% | -16.4% | -32.6% | -44.6% |
| 3M | -49.8% | -17.1% | -32.8% | -45.8% |
| 6M | -64.8% | -20.5% | -44.3% | -61.3% |
| YTD | -27.6% | +39.4% | -67.1% | -38.7% |
| 1Y | -35.2% | +57.2% | -92.4% | -48.3% |
| 3Y | +137.1% | +13.9% | +123.3% | +105.9% |
| 5Y | +760.3% | -40.8% | +801.1% | +888.7% |
| All | +906.4% | +268.8% | +637.6% | +316.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling