+713.8%
MOD vs RL
+232.3%
+481.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -7.3% | +0.1% | -2.5% |
| 7D | -34.2% | -4.7% | -29.5% | -32.6% |
| 30D | -51.9% | +3.6% | -55.4% | -53.6% |
| 3M | -53.0% | +0.5% | -53.6% | -54.1% |
| 6M | -66.4% | +6.6% | -73.0% | -68.9% |
| YTD | -31.5% | +8.8% | -40.4% | -37.7% |
| 1Y | -39.6% | +21.8% | -61.3% | -49.1% |
| 3Y | +116.8% | +245.8% | -129.0% | -13.3% |
| 5Y | +713.8% | +230.0% | +483.8% | +217.0% |
| All | +713.8% | +232.3% | +481.5% | +217.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling