+274.2%
RCL vs MOD
+129.2%
+145.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.7% | -4.3% | +0.1% |
| 7D | +6.5% | -25.5% | +32.1% | +12.7% |
| 30D | +15.9% | -49.0% | +64.9% | +34.3% |
| 3M | +2.7% | -49.8% | +52.5% | +18.7% |
| 6M | +15.2% | -64.8% | +80.0% | +43.5% |
| YTD | +19.2% | -27.6% | +46.9% | +21.5% |
| 1Y | +31.6% | -35.2% | +66.8% | +36.5% |
| 3Y | +274.2% | +137.1% | +137.1% | +118.9% |
| All | +274.2% | +129.2% | +145.0% | +118.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 3y: compounded portfolio wealth divided by compounded MOD 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…
3y analysis · Full analysis span regression · 6 months rolling