+124.3%
MOD vs DRI
+68.1%
+56.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.8% | -6.4% | -7.1% |
| 7D | -34.2% | +3.7% | -37.9% | -34.9% |
| 30D | -51.9% | +13.5% | -65.4% | -53.7% |
| 3M | -53.0% | +10.4% | -63.4% | -54.5% |
| 6M | -66.4% | +19.5% | -85.8% | -68.6% |
| YTD | -31.5% | +28.2% | -59.8% | -38.2% |
| 1Y | -39.6% | +31.0% | -70.6% | -46.0% |
| All | +124.3% | +68.1% | +56.2% | +61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling