-33.5%
MOD vs RRC
+28.5%
-62.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.3% | +9.6% | +9.9% |
| 7D | -13.9% | -10.3% | -3.6% | -15.1% |
| 30D | -41.5% | +19.5% | -61.0% | -38.5% |
| 3M | -45.7% | +27.9% | -73.6% | -42.0% |
| 6M | -61.1% | +21.2% | -82.3% | -58.3% |
| YTD | -20.5% | +39.6% | -60.1% | -17.5% |
| All | -33.5% | +28.5% | -62.1% | -29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling