+384.9%
MOD vs DAR
+1,348.6%
-963.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -3.1% | -4.2% | -6.9% |
| 7D | -34.2% | -8.1% | -26.1% | -33.4% |
| 30D | -51.9% | -17.1% | -34.8% | -50.7% |
| 3M | -53.0% | -12.3% | -40.8% | -52.3% |
| 6M | -66.4% | -21.8% | -44.5% | -65.3% |
| YTD | -31.5% | +40.8% | -72.4% | -34.5% |
| 1Y | -39.6% | +57.4% | -96.9% | -43.0% |
| 3Y | +116.8% | +12.1% | +104.7% | +110.9% |
| 5Y | +713.8% | -40.2% | +754.0% | +748.7% |
| 10Y | +882.7% | +280.1% | +602.6% | +740.2% |
| All | +384.9% | +1,348.6% | -963.7% | +313.9% |
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