-35.2%
MOD vs RL
+16.8%
-52.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.4% | +7.1% | +6.3% |
| 7D | -25.5% | -4.2% | -21.4% | -24.5% |
| 30D | -49.0% | +4.3% | -53.3% | -50.7% |
| 3M | -49.8% | -4.6% | -45.2% | -49.3% |
| 6M | -64.8% | +1.7% | -66.5% | -65.2% |
| YTD | -27.6% | +7.3% | -35.0% | -33.8% |
| 1Y | -35.2% | +20.8% | -56.0% | -48.0% |
| All | -35.2% | +16.8% | -52.0% | -48.0% |
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