+124.3%
MOD vs DAR
+13.0%
+111.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -3.1% | -4.2% | -6.2% |
| 7D | -34.2% | -8.1% | -26.1% | -32.0% |
| 30D | -51.9% | -17.1% | -34.8% | -48.6% |
| 3M | -53.0% | -12.3% | -40.8% | -51.3% |
| 6M | -66.4% | -21.8% | -44.5% | -63.6% |
| YTD | -31.5% | +40.8% | -72.4% | -39.6% |
| 1Y | -39.6% | +57.4% | -96.9% | -48.6% |
| All | +124.3% | +13.0% | +111.3% | +102.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling