-28.0%
MOD vs DTE
+3.0%
-31.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.6% |
| 7D | +16.1% | +3.2% | +12.9% | +16.6% |
| 30D | -38.5% | +8.5% | -47.0% | -37.9% |
| 3M | -46.8% | +1.3% | -48.1% | -46.3% |
| 6M | -61.6% | -0.7% | -60.9% | -61.4% |
| YTD | -20.5% | +10.6% | -31.2% | -25.0% |
| 1Y | -28.0% | +2.6% | -30.7% | -26.2% |
| All | -28.0% | +3.0% | -31.0% | -26.2% |
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