-51.1%
MOD vs DAR
-13.5%
-37.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -2.5% | -19.0% | -21.3% |
| 7D | -31.3% | -5.7% | -25.6% | -31.3% |
| 30D | -46.1% | -16.6% | -29.5% | -46.7% |
| 3M | -51.1% | -13.1% | -38.1% | -52.3% |
| All | -51.1% | -13.5% | -37.6% | -52.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling