+5.4%
MOD vs RL
+15.3%
-9.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -1.2% | +29.0% | +28.3% |
| 7D | +40.4% | +2.6% | +37.8% | +38.7% |
| 30D | -14.0% | +2.9% | -16.9% | -16.0% |
| 3M | -33.3% | 0.0% | -33.3% | -34.1% |
| 6M | -51.4% | +17.1% | -68.5% | -56.2% |
| YTD | +1.6% | +10.1% | -8.5% | -7.2% |
| 1Y | +5.4% | +17.3% | -11.9% | -8.5% |
| All | +5.4% | +15.3% | -9.9% | -8.5% |
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