+43.1%
MOD vs RRX
+14.9%
+28.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.2% |
| 7D | +9.6% | +3.4% | +6.1% | +6.7% |
| 30D | 0.0% | -11.1% | +11.1% | +9.8% |
| 3M | -35.4% | -23.7% | -11.6% | -20.6% |
| 6M | -7.3% | -22.0% | +14.7% | +10.1% |
| YTD | +45.8% | +16.5% | +29.3% | +36.6% |
| 1Y | +43.1% | +11.5% | +31.6% | +37.5% |
| All | +43.1% | +14.9% | +28.3% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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