-49.8%
MOD vs RRX
-6.1%
-43.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.5% | +0.2% | +1.0% |
| 7D | -25.5% | +7.5% | -33.1% | -29.1% |
| 30D | -49.0% | +3.0% | -52.0% | -49.1% |
| 3M | -49.8% | -5.3% | -44.5% | -44.6% |
| All | -49.8% | -6.1% | -43.7% | -44.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling