+1,530.3%
MOD vs RRX
+18.4%
+1,512.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.2% |
| 7D | +9.6% | +3.4% | +6.1% | +6.8% |
| 30D | 0.0% | -11.1% | +11.1% | +9.3% |
| 3M | -35.4% | -23.7% | -11.6% | -21.2% |
| 6M | -7.3% | -22.0% | +14.7% | +11.3% |
| YTD | +45.8% | +16.5% | +29.3% | +30.3% |
| 1Y | +43.1% | +11.5% | +31.6% | +31.0% |
| 3Y | +297.7% | +1.5% | +296.2% | +284.6% |
| All | +1,530.3% | +18.4% | +1,512.0% | +1,328.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling