+810.7%
MOD vs DAR
+307.1%
+503.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -1.5% |
| 7D | +16.1% | +9.2% | +6.9% | +11.6% |
| 30D | -38.5% | -12.3% | -26.3% | -34.4% |
| 3M | -46.8% | -12.7% | -34.1% | -43.7% |
| 6M | -61.6% | -12.8% | -48.8% | -59.5% |
| YTD | -20.5% | +53.8% | -74.3% | -35.6% |
| 1Y | -28.0% | +60.3% | -88.3% | -42.9% |
| 3Y | +134.9% | +31.7% | +103.2% | +90.5% |
| 5Y | +833.2% | -27.7% | +860.9% | +871.7% |
| All | +810.7% | +307.1% | +503.7% | +257.1% |
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