+28.6%
RDW vs MOD
+18.3%
+10.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.6% | +5.2% | +3.4% |
| 7D | +4.8% | -3.9% | +8.8% | +6.8% |
| 30D | -19.5% | -9.6% | -9.9% | -15.6% |
| 3M | -26.9% | -30.6% | +3.7% | -13.9% |
| 6M | +17.8% | -10.9% | +28.7% | +27.7% |
| YTD | +43.0% | +34.3% | +8.8% | +32.9% |
| All | +28.6% | +18.3% | +10.3% | +25.1% |
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