+1,638.7%
MOD vs DTE
+3,497.0%
-1,858.4%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.2% | +5.6% | +5.6% |
| 7D | -25.5% | -0.3% | -25.2% | -25.7% |
| 30D | -49.0% | +6.2% | -55.2% | -51.1% |
| 3M | -49.8% | -2.6% | -47.2% | -49.4% |
| 6M | -64.8% | -3.5% | -61.2% | -64.5% |
| YTD | -27.6% | +7.4% | -35.0% | -31.9% |
| 1Y | -35.2% | +4.2% | -39.4% | -37.9% |
| 3Y | +137.1% | +51.7% | +85.4% | +76.2% |
| 5Y | +760.3% | +39.7% | +720.6% | +558.3% |
| 10Y | +938.8% | +137.5% | +801.4% | +449.3% |
| All | +1,638.7% | +3,497.0% | -1,858.4% | +212.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling