+966.8%
MOD vs RNG
+259.3%
+707.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.0% | +8.9% | +9.7% |
| 7D | -13.9% | -6.2% | -7.7% | -13.2% |
| 30D | -41.5% | -8.0% | -33.5% | -40.9% |
| 3M | -45.7% | +15.7% | -61.4% | -46.9% |
| 6M | -61.1% | +60.3% | -121.5% | -64.1% |
| YTD | -20.5% | +153.8% | -174.3% | -33.0% |
| 1Y | -32.1% | +172.2% | -204.3% | -43.5% |
| 3Y | +146.5% | +174.8% | -28.4% | +100.8% |
| 5Y | +812.7% | -68.6% | +881.4% | +816.7% |
| 10Y | +966.8% | +248.2% | +718.6% | +442.9% |
| All | +966.8% | +259.3% | +707.6% | +442.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling