+906.4%
MOD vs RRC
+59.4%
+847.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.9% | +8.6% | +6.4% |
| 7D | -25.5% | -10.8% | -14.7% | -23.2% |
| 30D | -49.0% | +22.3% | -71.3% | -51.7% |
| 3M | -49.8% | +26.6% | -76.4% | -53.1% |
| 6M | -64.8% | +18.9% | -83.7% | -66.8% |
| YTD | -27.6% | +39.2% | -66.8% | -34.9% |
| 1Y | -35.2% | +34.0% | -69.2% | -41.2% |
| 3Y | +137.1% | +42.0% | +95.1% | +113.3% |
| 5Y | +760.3% | +111.9% | +648.4% | +569.9% |
| All | +906.4% | +59.4% | +847.0% | +559.7% |
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