+1,530.3%
MOD vs DAR
-11.0%
+1,541.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.6% |
| 7D | +9.6% | +1.4% | +8.2% | +8.9% |
| 30D | 0.0% | +12.8% | -12.8% | -5.1% |
| 3M | -35.4% | +7.4% | -42.7% | -37.5% |
| 6M | -7.3% | +22.3% | -29.5% | -15.0% |
| YTD | +45.8% | +81.1% | -35.3% | +15.6% |
| 1Y | +43.1% | +106.5% | -63.4% | +6.9% |
| 3Y | +297.7% | +5.3% | +292.4% | +271.8% |
| All | +1,530.3% | -11.0% | +1,541.3% | +1,476.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling