+1,064.5%
MOD vs DRI
+331.7%
+732.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +0.4% | +27.5% | +27.7% |
| 7D | +40.4% | +1.1% | +39.4% | +39.9% |
| 30D | -14.0% | +9.7% | -23.7% | -18.4% |
| 3M | -33.3% | +3.2% | -36.5% | -35.2% |
| 6M | -51.4% | +20.6% | -72.0% | -56.7% |
| YTD | +1.6% | +28.3% | -26.6% | -12.8% |
| 1Y | +5.4% | +34.5% | -29.2% | -11.8% |
| 3Y | +191.0% | +66.5% | +124.5% | +114.0% |
| 5Y | +1,093.1% | +79.6% | +1,013.5% | +740.8% |
| All | +1,064.5% | +331.7% | +732.7% | +456.8% |
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