-28.0%
MOD vs RRC
+35.0%
-63.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.6% |
| 7D | +16.1% | +2.5% | +13.6% | +16.5% |
| 30D | -38.5% | +21.1% | -59.7% | -35.5% |
| 3M | -46.8% | +28.4% | -75.2% | -43.5% |
| 6M | -61.6% | +26.5% | -88.0% | -58.6% |
| YTD | -20.5% | +47.0% | -67.6% | -17.9% |
| 1Y | -28.0% | +35.2% | -63.2% | -22.4% |
| All | -28.0% | +35.0% | -63.0% | -22.4% |
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