+3,565.2%
MOD vs RVTY
+2,416.7%
+1,148.6%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.8% |
| 3M | -35.4% | +27.2% | -62.6% | -41.5% |
| 6M | -7.3% | +32.4% | -39.7% | -17.6% |
| YTD | +45.8% | +34.9% | +10.9% | +27.6% |
| 1Y | +43.1% | +52.4% | -9.2% | +19.6% |
| 3Y | +297.7% | +12.3% | +285.4% | +263.5% |
| 5Y | +1,478.8% | -30.8% | +1,509.6% | +1,592.2% |
| 10Y | +1,633.4% | +150.7% | +1,482.7% | +1,035.5% |
| All | +3,565.2% | +2,416.7% | +1,148.6% | +1,334.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling