+124.3%
MOD vs DG
+23.1%
+101.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.6% | -4.7% | -7.6% |
| 7D | -34.2% | +6.1% | -40.2% | -33.5% |
| 30D | -51.9% | +11.9% | -63.8% | -51.2% |
| 3M | -53.0% | +9.3% | -62.3% | -52.4% |
| 6M | -66.4% | +19.1% | -85.5% | -65.7% |
| YTD | -31.5% | +5.9% | -37.5% | -30.4% |
| 1Y | -39.6% | +39.8% | -79.4% | -38.4% |
| All | +124.3% | +23.1% | +101.2% | +128.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling