-32.6%
MOD vs DG
+45.3%
-77.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +8.5% | -30.0% | -18.9% |
| 7D | -31.3% | +12.3% | -43.6% | -28.7% |
| 30D | -46.1% | +19.3% | -65.4% | -43.5% |
| 3M | -51.1% | +11.9% | -63.0% | -49.2% |
| 6M | -62.1% | +25.0% | -87.0% | -59.8% |
| YTD | -26.2% | +8.7% | -34.9% | -22.8% |
| 1Y | -32.6% | +44.7% | -77.3% | -30.4% |
| All | -32.6% | +45.3% | -77.8% | -30.4% |
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