+791.6%
MOD vs RVTY
-7.6%
+799.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.5% |
| 7D | -17.8% | -2.7% | -15.2% | -16.6% |
| 30D | -43.2% | +3.2% | -46.5% | -43.7% |
| 3M | -46.0% | +37.2% | -83.2% | -52.4% |
| 6M | -62.2% | +57.7% | -119.9% | -68.9% |
| YTD | -22.8% | +64.8% | -87.6% | -38.3% |
| 1Y | -35.5% | +72.8% | -108.3% | -49.3% |
| 3Y | +128.2% | +89.8% | +38.4% | +68.7% |
| 5Y | +791.6% | -8.4% | +800.1% | +733.0% |
| All | +791.6% | -7.6% | +799.2% | +733.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling