+423.0%
MOD vs DAR
+1,394.3%
-971.3%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -2.5% | -19.0% | -21.1% |
| 7D | -31.3% | -5.7% | -25.6% | -30.8% |
| 30D | -46.1% | -16.6% | -29.5% | -44.8% |
| 3M | -51.1% | -13.1% | -38.1% | -50.3% |
| 6M | -62.1% | -18.8% | -43.3% | -61.1% |
| YTD | -26.2% | +45.3% | -71.5% | -29.7% |
| 1Y | -32.6% | +60.6% | -93.2% | -36.6% |
| 3Y | +133.8% | +15.7% | +118.2% | +126.5% |
| 5Y | +792.8% | -37.6% | +830.3% | +825.8% |
| 10Y | +959.8% | +292.1% | +667.7% | +802.3% |
| All | +423.0% | +1,394.3% | -971.3% | +344.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling