+206.2%
RDDT vs MOD
+93.6%
+112.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.3% | -5.3% | -2.2% |
| 7D | +1.0% | +9.6% | -8.6% | -1.7% |
| 30D | -0.5% | 0.0% | -0.5% | -0.7% |
| 3M | -16.0% | -35.4% | +19.4% | -6.7% |
| 6M | +4.9% | -7.3% | +12.1% | +1.3% |
| YTD | -32.8% | +45.8% | -78.6% | -46.3% |
| 1Y | -33.5% | +43.1% | -76.6% | -47.3% |
| All | +206.2% | +93.6% | +112.6% | +71.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling