-40.9%
MOD vs SKDD
-47.8%
+6.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SKDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +8.8% | +19.1% | +29.9% |
| 7D | +40.4% | -11.6% | +52.0% | +36.8% |
| 30D | -14.0% | -2.7% | -11.3% | -9.5% |
| 3M | -33.3% | +1.3% | -34.6% | -26.9% |
| All | -40.9% | -47.8% | +6.9% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SKDD.
Daily Out/Under-Performance
Portfolio return minus SKDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SKDD 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 3y: compounded portfolio wealth divided by compounded SKDD 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…
3y analysis · Full analysis span regression · Available span rolling