+321.2%
MOD vs DAR
+6.3%
+314.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.6% |
| 7D | +9.6% | +1.4% | +8.2% | +9.0% |
| 30D | 0.0% | +12.8% | -12.8% | -4.7% |
| 3M | -35.4% | +7.4% | -42.7% | -37.3% |
| 6M | -7.3% | +22.3% | -29.5% | -14.4% |
| YTD | +45.8% | +81.1% | -35.3% | +18.1% |
| 1Y | +43.1% | +106.5% | -63.4% | +10.0% |
| All | +321.2% | +6.3% | +314.8% | +286.2% |
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