-32.6%
MOD vs RL
+34.3%
-66.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +4.5% | -25.9% | -23.4% |
| 7D | -31.3% | +5.8% | -37.1% | -33.5% |
| 30D | -46.1% | +12.7% | -58.8% | -49.7% |
| 3M | -51.1% | +9.3% | -60.5% | -54.0% |
| 6M | -62.1% | +16.9% | -79.0% | -65.6% |
| YTD | -26.2% | +17.5% | -43.6% | -35.3% |
| 1Y | -32.6% | +34.6% | -67.2% | -49.9% |
| All | -32.6% | +34.3% | -66.9% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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