+321.2%
MOD vs RL
+212.5%
+108.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.0% | +2.3% | +3.0% |
| 7D | +9.6% | -0.8% | +10.4% | +10.2% |
| 30D | 0.0% | -7.8% | +7.8% | +4.8% |
| 3M | -35.4% | -4.0% | -31.4% | -34.2% |
| 6M | -7.3% | -1.9% | -5.4% | -7.5% |
| YTD | +45.8% | -0.2% | +46.0% | +42.6% |
| 1Y | +43.1% | +10.7% | +32.5% | +30.5% |
| All | +321.2% | +212.5% | +108.7% | +99.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling