+190.3%
RDDT vs MOD
+85.0%
+105.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.3% | -1.1% |
| 7D | -7.4% | +3.6% | -11.0% | -8.3% |
| 30D | -7.7% | -2.6% | -5.1% | -7.3% |
| 3M | -17.8% | -33.1% | +15.4% | -9.8% |
| 6M | +5.5% | -7.5% | +13.0% | +1.8% |
| YTD | -36.3% | +39.3% | -75.6% | -48.5% |
| 1Y | -39.0% | +34.3% | -73.3% | -50.7% |
| All | +190.3% | +85.0% | +105.4% | +65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling