+839.8%
MOD vs RRC
+72.2%
+767.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +3.2% |
| 7D | +8.2% | -0.5% | +8.7% | +8.3% |
| 30D | -38.2% | +25.2% | -63.4% | -41.8% |
| 3M | -46.2% | +27.8% | -74.0% | -49.8% |
| 6M | -62.5% | +27.2% | -89.8% | -65.3% |
| YTD | -20.1% | +48.2% | -68.3% | -29.3% |
| 1Y | -29.7% | +34.7% | -64.4% | -36.3% |
| 3Y | +136.2% | +62.2% | +74.0% | +105.8% |
| 5Y | +820.4% | +130.9% | +689.5% | +601.3% |
| 10Y | +839.8% | +73.4% | +766.4% | +492.1% |
| All | +839.8% | +72.2% | +767.6% | +492.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling