-50.9%
RDDT vs MOD
-30.7%
-20.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.5% | -5.2% | -5.7% |
| 7D | +6.1% | +16.1% | -10.0% | +4.6% |
| 30D | -35.9% | -38.5% | +2.6% | -33.4% |
| 3M | -35.1% | -46.8% | +11.7% | -32.0% |
| 6M | -34.7% | -61.6% | +26.9% | -30.4% |
| YTD | -56.7% | -20.5% | -36.2% | -57.1% |
| 1Y | -50.9% | -28.0% | -22.9% | -50.6% |
| All | -50.9% | -30.7% | -20.2% | -50.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling