+127.6%
MOD vs RNG
+180.9%
-53.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.6% |
| 7D | +16.1% | +2.3% | +13.8% | +15.8% |
| 30D | -38.5% | -3.4% | -35.1% | -38.2% |
| 3M | -46.8% | +20.9% | -67.7% | -47.8% |
| 6M | -61.6% | +82.2% | -143.8% | -64.5% |
| YTD | -20.5% | +164.6% | -185.2% | -33.7% |
| 1Y | -28.0% | +177.0% | -205.0% | -40.8% |
| All | +127.6% | +180.9% | -53.3% | +78.3% |
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