+1,604.6%
MOD vs RL
+313.2%
+1,291.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.0% | +2.3% | +3.1% |
| 7D | +9.6% | -0.8% | +10.4% | +10.1% |
| 30D | 0.0% | -7.8% | +7.8% | +4.6% |
| 3M | -35.4% | -4.0% | -31.4% | -34.2% |
| 6M | -7.3% | -1.9% | -5.4% | -7.4% |
| YTD | +45.8% | -0.2% | +46.0% | +43.3% |
| 1Y | +43.1% | +10.7% | +32.5% | +32.3% |
| 3Y | +297.7% | +210.8% | +86.9% | +95.5% |
| 5Y | +1,478.8% | +238.2% | +1,240.5% | +619.6% |
| All | +1,604.6% | +313.2% | +1,291.4% | +605.3% |
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