+321.2%
MOD vs DG
+9.1%
+312.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.8% | +4.4% |
| 7D | +9.6% | +8.4% | +1.2% | +10.2% |
| 30D | 0.0% | +4.9% | -4.9% | +0.4% |
| 3M | -35.4% | +29.3% | -64.7% | -34.5% |
| 6M | -7.3% | -11.3% | +4.0% | -6.9% |
| YTD | +45.8% | +1.8% | +44.0% | +46.9% |
| 1Y | +43.1% | +25.3% | +17.8% | +44.9% |
| All | +321.2% | +9.1% | +312.1% | +407.8% |
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