+713.8%
MOD vs RRC
+129.3%
+584.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -3.7% | -3.6% | -6.3% |
| 7D | -34.2% | -6.9% | -27.3% | -32.7% |
| 30D | -51.9% | +25.4% | -77.3% | -55.0% |
| 3M | -53.0% | +31.9% | -84.9% | -56.9% |
| 6M | -66.4% | +17.2% | -83.6% | -68.2% |
| YTD | -31.5% | +43.4% | -74.9% | -40.0% |
| 1Y | -39.6% | +36.7% | -76.3% | -46.3% |
| 3Y | +116.8% | +38.8% | +78.0% | +91.7% |
| 5Y | +713.8% | +118.3% | +595.5% | +582.4% |
| All | +713.8% | +129.3% | +584.5% | +582.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling