-16.7%
RDW vs MOD
+1,517.1%
-1,533.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.3% | -1.4% | -3.2% |
| 7D | +3.6% | +3.6% | 0.0% | +1.9% |
| 30D | -18.4% | -2.6% | -15.8% | -17.6% |
| 3M | -32.1% | -33.1% | +1.1% | -19.3% |
| 6M | +10.9% | -7.5% | +18.4% | +14.0% |
| YTD | +40.8% | +39.3% | +1.5% | +18.8% |
| 1Y | +31.1% | +34.3% | -3.1% | +10.5% |
| 3Y | +245.2% | +296.2% | -51.0% | +85.5% |
| 5Y | -16.7% | +1,504.6% | -1,521.3% | -77.6% |
| All | -16.7% | +1,517.1% | -1,533.9% | -77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling