+43.1%
MOD vs RVTY
+57.1%
-14.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.4% |
| 7D | +9.6% | +1.1% | +8.5% | +9.1% |
| 30D | 0.0% | +13.2% | -13.2% | -4.5% |
| 3M | -35.4% | +27.2% | -62.6% | -41.6% |
| 6M | -7.3% | +32.4% | -39.7% | -19.4% |
| YTD | +45.8% | +34.9% | +10.9% | +20.6% |
| 1Y | +43.1% | +52.4% | -9.2% | +17.8% |
| All | +43.1% | +57.1% | -14.0% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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