-32.6%
MOD vs RNG
+179.4%
-212.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -0.2% | -21.2% | -21.4% |
| 7D | -31.3% | -9.6% | -21.8% | -31.7% |
| 30D | -46.1% | -1.4% | -44.7% | -46.1% |
| 3M | -51.1% | +28.8% | -79.9% | -49.9% |
| 6M | -62.1% | +65.6% | -127.6% | -59.7% |
| YTD | -26.2% | +171.4% | -197.6% | -20.9% |
| 1Y | -32.6% | +185.3% | -217.9% | -33.0% |
| All | -32.6% | +179.4% | -212.0% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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