-33.5%
MOD vs RL
+22.3%
-55.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +5.8% | +4.0% | +7.1% |
| 7D | -13.9% | +0.2% | -14.2% | -14.4% |
| 30D | -41.5% | +7.3% | -48.9% | -44.0% |
| 3M | -45.7% | +1.0% | -46.8% | -46.5% |
| 6M | -61.1% | +11.8% | -72.9% | -63.6% |
| YTD | -20.5% | +13.6% | -34.1% | -29.0% |
| All | -33.5% | +22.3% | -55.8% | -44.7% |
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 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