+751.7%
MOD vs DG
+635.1%
+116.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.6% | -4.7% | -6.8% |
| 7D | -34.2% | +6.1% | -40.2% | -35.2% |
| 30D | -51.9% | +11.9% | -63.8% | -53.3% |
| 3M | -53.0% | +9.3% | -62.3% | -54.3% |
| 6M | -66.4% | +19.1% | -85.5% | -68.1% |
| YTD | -31.5% | +5.9% | -37.5% | -33.8% |
| 1Y | -39.6% | +39.8% | -79.4% | -45.4% |
| 3Y | +116.8% | +23.4% | +93.4% | +92.5% |
| 5Y | +713.8% | -33.3% | +747.1% | +759.1% |
| 10Y | +882.7% | +131.0% | +751.7% | +590.7% |
| All | +751.7% | +635.1% | +116.6% | +217.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling