-62.1%
MOD vs RL
+14.9%
-76.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +4.5% | -25.9% | -22.0% |
| 7D | -31.3% | +5.8% | -37.1% | -32.0% |
| 30D | -46.1% | +12.7% | -58.8% | -47.6% |
| 3M | -51.1% | +9.3% | -60.5% | -52.6% |
| 6M | -62.1% | +16.9% | -79.0% | -63.2% |
| All | -62.1% | +14.9% | -76.9% | -63.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling