+1,530.3%
MOD vs RNG
-70.5%
+1,600.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.9% | +8.2% | +4.8% |
| 7D | +9.6% | +5.8% | +3.8% | +8.7% |
| 30D | 0.0% | +19.6% | -19.6% | -2.5% |
| 3M | -35.4% | +67.0% | -102.4% | -40.6% |
| 6M | -7.3% | +88.4% | -95.6% | -17.4% |
| YTD | +45.8% | +155.5% | -109.7% | +21.0% |
| 1Y | +43.1% | +141.7% | -98.5% | +19.7% |
| 3Y | +297.7% | +131.1% | +166.6% | +225.4% |
| All | +1,530.3% | -70.5% | +1,600.8% | +1,438.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling