+1,082.7%
MOD vs RNG
-72.1%
+1,154.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -0.7% | +28.5% | +28.0% |
| 7D | +40.4% | +4.6% | +35.8% | +39.5% |
| 30D | -14.0% | +0.4% | -14.4% | -14.0% |
| 3M | -33.3% | +11.4% | -44.8% | -34.4% |
| 6M | -51.4% | +95.7% | -147.1% | -56.7% |
| YTD | +1.6% | +162.9% | -161.3% | -16.4% |
| 1Y | +5.4% | +180.3% | -174.9% | -14.5% |
| 3Y | +191.0% | +188.3% | +2.6% | +128.7% |
| All | +1,082.7% | -72.1% | +1,154.8% | +1,017.4% |
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