+839.8%
MOD vs DAR
+290.1%
+549.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.1% | -1.6% | +1.1% |
| 7D | +8.2% | +3.6% | +4.6% | +6.7% |
| 30D | -38.2% | -11.3% | -26.9% | -34.4% |
| 3M | -46.2% | -13.1% | -33.1% | -42.9% |
| 6M | -62.5% | -15.1% | -47.4% | -60.0% |
| YTD | -20.1% | +50.5% | -70.6% | -34.6% |
| 1Y | -29.7% | +57.9% | -87.6% | -43.9% |
| 3Y | +136.2% | +28.9% | +107.3% | +93.5% |
| 5Y | +820.4% | -31.4% | +851.8% | +884.8% |
| 10Y | +839.8% | +301.0% | +538.8% | +272.4% |
| All | +839.8% | +290.1% | +549.8% | +272.4% |
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