+43.1%
MOD vs DG
+23.4%
+19.7%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.8% | +4.4% |
| 7D | +9.6% | +8.4% | +1.2% | +10.5% |
| 30D | 0.0% | +4.9% | -4.9% | +0.5% |
| 3M | -35.4% | +29.3% | -64.7% | -34.7% |
| 6M | -7.3% | -11.3% | +4.0% | -3.9% |
| YTD | +45.8% | +1.8% | +44.0% | +47.6% |
| 1Y | +43.1% | +25.3% | +17.8% | +39.1% |
| All | +43.1% | +23.4% | +19.7% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling