+321.2%
MOD vs RRC
+31.1%
+290.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.7% |
| 7D | +9.6% | +1.3% | +8.3% | +8.9% |
| 30D | 0.0% | +10.1% | -10.1% | -4.7% |
| 3M | -35.4% | +4.0% | -39.4% | -37.2% |
| 6M | -7.3% | +1.6% | -8.9% | -10.2% |
| YTD | +45.8% | +19.7% | +26.1% | +27.1% |
| 1Y | +43.1% | +21.4% | +21.7% | +21.7% |
| All | +321.2% | +31.1% | +290.1% | +249.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling