-27.6%
MOD vs RVTY
+68.7%
-96.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.7% |
| 7D | +8.2% | -0.7% | +9.0% | +8.7% |
| 30D | -38.2% | +1.7% | -39.9% | -38.1% |
| 3M | -46.2% | +36.8% | -83.0% | -51.3% |
| 6M | -62.5% | +60.1% | -122.6% | -68.6% |
| YTD | -20.1% | +64.0% | -84.1% | -40.6% |
| All | -27.6% | +68.7% | -96.3% | -45.7% |
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