+906.4%
MOD vs RL
+356.1%
+550.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.4% | +7.1% | +6.5% |
| 7D | -25.5% | -4.2% | -21.4% | -24.3% |
| 30D | -49.0% | +4.3% | -53.3% | -50.9% |
| 3M | -49.8% | -4.6% | -45.2% | -49.2% |
| 6M | -64.8% | +1.7% | -66.5% | -66.2% |
| YTD | -27.6% | +7.3% | -35.0% | -32.8% |
| 1Y | -35.2% | +20.8% | -56.0% | -43.9% |
| 3Y | +137.1% | +247.0% | -109.8% | +7.9% |
| 5Y | +760.3% | +225.5% | +534.8% | +296.9% |
| All | +906.4% | +356.1% | +550.3% | +298.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling