+790.9%
MOD vs DBX
+20.1%
+770.8%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.4% | +6.7% | +5.0% |
| 7D | +9.6% | -2.4% | +12.0% | +10.3% |
| 30D | 0.0% | -0.5% | +0.5% | -0.1% |
| 3M | -35.4% | +28.1% | -63.4% | -41.0% |
| 6M | -7.3% | +33.1% | -40.4% | -18.0% |
| YTD | +45.8% | +25.3% | +20.5% | +31.0% |
| 1Y | +43.1% | +18.3% | +24.8% | +30.3% |
| 3Y | +297.7% | +25.0% | +272.7% | +248.6% |
| 5Y | +1,478.8% | +7.5% | +1,471.2% | +1,301.6% |
| All | +790.9% | +20.1% | +770.8% | +567.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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