+1,530.3%
MOD vs DRI
+72.9%
+1,457.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +4.6% |
| 7D | +9.6% | +0.6% | +9.0% | +9.2% |
| 30D | 0.0% | +3.8% | -3.8% | -2.1% |
| 3M | -35.4% | +13.0% | -48.4% | -40.3% |
| 6M | -7.3% | +8.3% | -15.6% | -12.5% |
| YTD | +45.8% | +20.6% | +25.2% | +28.5% |
| 1Y | +43.1% | +6.5% | +36.7% | +34.7% |
| 3Y | +297.7% | +53.7% | +244.0% | +189.9% |
| All | +1,530.3% | +72.9% | +1,457.4% | +948.2% |
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