+839.8%
MOD vs DRI
+339.9%
+500.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.4% |
| 7D | +8.2% | -0.7% | +9.0% | +8.7% |
| 30D | -38.2% | +14.7% | -52.9% | -42.6% |
| 3M | -46.2% | +5.4% | -51.7% | -48.3% |
| 6M | -62.5% | +18.8% | -81.4% | -66.4% |
| YTD | -20.1% | +28.4% | -48.5% | -31.5% |
| 1Y | -29.7% | +37.7% | -67.3% | -41.8% |
| 3Y | +136.2% | +68.0% | +68.2% | +72.9% |
| 5Y | +820.4% | +78.8% | +741.6% | +549.7% |
| 10Y | +839.8% | +334.2% | +505.7% | +335.3% |
| All | +839.8% | +339.9% | +500.0% | +335.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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