+713.8%
MOD vs DRI
+77.7%
+636.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.8% | -6.4% | -6.9% |
| 7D | -34.2% | +3.7% | -37.9% | -35.7% |
| 30D | -51.9% | +13.5% | -65.4% | -55.2% |
| 3M | -53.0% | +10.4% | -63.4% | -55.9% |
| 6M | -66.4% | +19.5% | -85.8% | -70.1% |
| YTD | -31.5% | +28.2% | -59.8% | -42.2% |
| 1Y | -39.6% | +31.0% | -70.6% | -49.7% |
| 3Y | +116.8% | +67.1% | +49.7% | +48.1% |
| 5Y | +713.8% | +74.7% | +639.1% | +419.2% |
| All | +713.8% | +77.7% | +636.1% | +419.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling