-35.2%
MOD vs DRI
+30.3%
-65.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.7% | +5.6% |
| 7D | -25.5% | +2.8% | -28.4% | -25.1% |
| 30D | -49.0% | +13.3% | -62.3% | -48.9% |
| 3M | -49.8% | +8.2% | -58.0% | -49.5% |
| 6M | -64.8% | +17.5% | -82.3% | -65.2% |
| YTD | -27.6% | +26.9% | -54.5% | -29.9% |
| 1Y | -35.2% | +31.6% | -66.8% | -38.0% |
| All | -35.2% | +30.3% | -65.5% | -38.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling