+137.1%
MOD vs RRX
+63.4%
+73.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.5% | +0.2% | +1.3% |
| 7D | -25.5% | +7.5% | -33.1% | -29.8% |
| 30D | -49.0% | +3.0% | -52.0% | -50.0% |
| 3M | -49.8% | -5.3% | -44.5% | -47.4% |
| 6M | -64.8% | -26.6% | -38.1% | -55.2% |
| YTD | -27.6% | +21.2% | -48.8% | -38.2% |
| 1Y | -35.2% | +25.9% | -61.1% | -46.4% |
| 3Y | +137.1% | +71.7% | +65.4% | +62.5% |
| All | +137.1% | +63.4% | +73.7% | +62.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling