+1,520.5%
MOD vs RRX
+214.6%
+1,305.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.6% |
| 7D | +6.3% | +4.3% | +2.0% | +2.9% |
| 30D | -1.7% | -8.0% | +6.4% | +5.0% |
| 3M | -30.1% | -22.0% | -8.1% | -15.7% |
| 6M | +2.7% | -11.9% | +14.6% | +13.0% |
| YTD | +44.1% | +17.1% | +27.0% | +26.6% |
| 1Y | +38.7% | +14.9% | +23.8% | +22.6% |
| 3Y | +309.8% | +6.9% | +302.9% | +273.6% |
| 5Y | +1,569.7% | +19.6% | +1,550.2% | +1,235.2% |
| 10Y | +1,520.5% | +215.9% | +1,304.5% | +495.2% |
| All | +1,520.5% | +214.6% | +1,305.9% | +495.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling