+137.1%
MOD vs RNG
+154.7%
-17.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.9% | +8.6% | +6.0% |
| 7D | -25.5% | -11.3% | -14.2% | -24.6% |
| 30D | -49.0% | -5.7% | -43.3% | -48.6% |
| 3M | -49.8% | +16.8% | -66.6% | -50.6% |
| 6M | -64.8% | +58.5% | -123.2% | -66.7% |
| YTD | -27.6% | +151.3% | -178.9% | -39.2% |
| 1Y | -35.2% | +169.0% | -204.2% | -46.6% |
| 3Y | +137.1% | +156.9% | -19.8% | +90.2% |
| All | +137.1% | +154.7% | -17.5% | +90.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling