+3,565.2%
MOD vs RRC
+1,202.2%
+2,363.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.4% |
| 7D | +9.6% | +1.3% | +8.3% | +9.4% |
| 30D | 0.0% | +10.1% | -10.1% | -1.6% |
| 3M | -35.4% | +4.0% | -39.4% | -36.1% |
| 6M | -7.3% | +1.6% | -8.9% | -8.2% |
| YTD | +45.8% | +19.7% | +26.1% | +40.4% |
| 1Y | +43.1% | +21.4% | +21.7% | +37.3% |
| 3Y | +297.7% | +29.7% | +268.0% | +279.6% |
| 5Y | +1,478.8% | +153.9% | +1,324.9% | +1,215.9% |
| 10Y | +1,633.4% | +10.8% | +1,622.6% | +1,321.1% |
| All | +3,565.2% | +1,202.2% | +2,363.1% | +2,537.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling