+906.4%
MOD vs DG
+122.0%
+784.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.1% | +8.8% | +6.1% |
| 7D | -25.5% | +1.1% | -26.6% | -25.9% |
| 30D | -49.0% | +9.5% | -58.5% | -50.0% |
| 3M | -49.8% | +5.5% | -55.3% | -50.5% |
| 6M | -64.8% | +16.1% | -80.9% | -66.0% |
| YTD | -27.6% | +2.7% | -30.3% | -29.0% |
| 1Y | -35.2% | +42.1% | -77.3% | -40.5% |
| 3Y | +137.1% | +19.3% | +117.9% | +117.4% |
| 5Y | +760.3% | -35.3% | +795.6% | +848.9% |
| All | +906.4% | +122.0% | +784.4% | +668.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling