-36.1%
RDDT vs MOD
-51.6%
+15.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +27.9% | -29.0% | -2.4% |
| 7D | +3.5% | +40.4% | -36.9% | +1.7% |
| 30D | -33.7% | -14.0% | -19.7% | -34.3% |
| 3M | -37.7% | -33.3% | -4.4% | -38.7% |
| 6M | -36.1% | -51.4% | +15.3% | -38.4% |
| All | -36.1% | -51.6% | +15.5% | -38.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling