+95.2%
RDDT vs MOD
+34.9%
+60.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +27.9% | -29.0% | -8.3% |
| 7D | +3.5% | +40.4% | -36.9% | -6.3% |
| 30D | -33.7% | -14.0% | -19.7% | -32.0% |
| 3M | -37.7% | -33.3% | -4.4% | -32.0% |
| 6M | -36.1% | -51.4% | +15.3% | -26.0% |
| YTD | -57.2% | +1.6% | -58.8% | -63.0% |
| 1Y | -48.0% | +5.4% | -53.4% | -56.3% |
| All | +95.2% | +34.9% | +60.3% | +18.5% |
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