-33.5%
MOD vs RVTY
+76.6%
-110.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.6% | +6.3% | +8.4% |
| 7D | -13.9% | +6.0% | -20.0% | -15.3% |
| 30D | -41.5% | +4.3% | -45.8% | -42.0% |
| 3M | -45.7% | +40.2% | -86.0% | -51.3% |
| 6M | -61.1% | +59.3% | -120.4% | -67.1% |
| YTD | -20.5% | +66.5% | -87.0% | -40.8% |
| All | -33.5% | +76.6% | -110.1% | -50.0% |
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