-64.8%
MOD vs RNG
+54.0%
-118.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.9% | +8.6% | +5.5% |
| 7D | -25.5% | -11.3% | -14.2% | -26.4% |
| 30D | -49.0% | -5.7% | -43.3% | -49.0% |
| 3M | -49.8% | +16.8% | -66.6% | -47.5% |
| 6M | -64.8% | +58.5% | -123.2% | -58.3% |
| All | -64.8% | +54.0% | -118.8% | -58.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling