-32.6%
MOD vs DTE
+5.6%
-38.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +2.4% | -23.9% | -20.9% |
| 7D | -31.3% | +4.2% | -35.6% | -30.9% |
| 30D | -46.1% | +10.0% | -56.1% | -45.9% |
| 3M | -51.1% | -2.1% | -49.1% | -50.6% |
| 6M | -62.1% | -4.7% | -57.4% | -61.8% |
| YTD | -26.2% | +9.3% | -35.5% | -31.3% |
| 1Y | -32.6% | +6.6% | -39.2% | -35.7% |
| All | -32.6% | +5.6% | -38.1% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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