+342.2%
MOD vs DBX
+19.5%
+322.6%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.1% | +8.8% | +6.5% |
| 7D | -25.5% | -4.4% | -21.2% | -24.9% |
| 30D | -49.0% | +4.8% | -53.8% | -49.9% |
| 3M | -49.8% | +0.3% | -50.2% | -50.4% |
| 6M | -64.8% | +40.4% | -105.1% | -69.4% |
| YTD | -27.6% | +24.7% | -52.3% | -35.4% |
| 1Y | -35.2% | +20.9% | -56.1% | -41.9% |
| 3Y | +137.1% | +34.5% | +102.6% | +100.5% |
| 5Y | +760.3% | +24.6% | +735.7% | +629.3% |
| All | +342.2% | +19.5% | +322.6% | +229.1% |
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