+1,272.8%
MOD vs RNG
+327.7%
+945.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.9% | +8.2% | +4.9% |
| 7D | +9.6% | +5.8% | +3.8% | +8.7% |
| 30D | 0.0% | +19.6% | -19.6% | -2.7% |
| 3M | -35.4% | +67.0% | -102.4% | -41.0% |
| 6M | -7.3% | +88.4% | -95.6% | -17.9% |
| YTD | +45.8% | +155.5% | -109.7% | +20.8% |
| 1Y | +43.1% | +141.7% | -98.5% | +19.4% |
| 3Y | +297.7% | +131.1% | +166.6% | +225.8% |
| 5Y | +1,478.8% | -70.6% | +1,549.3% | +1,547.3% |
| 10Y | +1,633.4% | +228.2% | +1,405.2% | +851.1% |
| All | +1,272.8% | +327.7% | +945.0% | +593.1% |
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