+652.3%
MOD vs RNG
+338.4%
+313.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.1% | +3.1% |
| 7D | +8.2% | -3.5% | +11.7% | +8.8% |
| 30D | -38.2% | -3.8% | -34.4% | -37.8% |
| 3M | -46.2% | +18.6% | -64.8% | -47.6% |
| 6M | -62.5% | +69.2% | -131.7% | -66.0% |
| YTD | -20.1% | +161.9% | -182.0% | -34.1% |
| 1Y | -29.7% | +176.2% | -205.9% | -42.6% |
| 3Y | +136.2% | +174.5% | -38.3% | +88.5% |
| 5Y | +820.4% | -71.9% | +892.3% | +871.9% |
| 10Y | +839.8% | +235.4% | +604.4% | +414.1% |
| All | +652.3% | +338.4% | +313.8% | +278.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling