+233.3%
RDW vs MOD
+290.9%
-57.5%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.3% | -1.4% | -3.0% |
| 7D | +3.6% | +3.6% | 0.0% | +1.7% |
| 30D | -18.4% | -2.6% | -15.8% | -17.5% |
| 3M | -32.1% | -33.1% | +1.1% | -17.8% |
| 6M | +10.9% | -7.5% | +18.4% | +14.2% |
| YTD | +40.8% | +39.3% | +1.5% | +15.7% |
| 1Y | +31.1% | +34.3% | -3.1% | +7.3% |
| All | +233.3% | +290.9% | -57.5% | +73.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling