+4.3%
RGTI vs MOD
+556.6%
-552.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.5% | -6.5% | -6.8% |
| 7D | +4.9% | +16.1% | -11.2% | -1.6% |
| 30D | -19.2% | -38.5% | +19.3% | -0.9% |
| 3M | -43.9% | -46.8% | +2.9% | -26.9% |
| 6M | -45.8% | -61.6% | +15.8% | -19.8% |
| YTD | -53.4% | -20.5% | -32.8% | -52.3% |
| 1Y | -63.5% | -28.0% | -35.5% | -61.3% |
| 3Y | +964.9% | +134.9% | +830.0% | +583.6% |
| 5Y | -2.1% | +833.2% | -835.2% | -55.1% |
| All | +4.3% | +556.6% | -552.2% | -52.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling