+886.3%
MOD vs DAR
+269.9%
+616.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.1% | -2.1% |
| 7D | -17.8% | -3.8% | -14.0% | -16.0% |
| 30D | -43.2% | -14.4% | -28.8% | -38.8% |
| 3M | -46.0% | -17.9% | -28.1% | -41.2% |
| 6M | -62.2% | -18.3% | -43.9% | -58.9% |
| YTD | -22.8% | +43.2% | -66.0% | -35.4% |
| 1Y | -35.5% | +57.7% | -93.2% | -48.5% |
| 3Y | +128.2% | +22.7% | +105.5% | +91.4% |
| 5Y | +791.6% | -34.0% | +825.6% | +870.3% |
| 10Y | +886.3% | +279.5% | +606.8% | +302.8% |
| All | +886.3% | +269.9% | +616.4% | +302.8% |
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