+53.1%
RGTI vs MOD
+1,009.3%
-956.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | +1.1% |
| 7D | -0.1% | -3.9% | +3.8% | +1.6% |
| 30D | -16.2% | -9.6% | -6.6% | -12.2% |
| 3M | -22.0% | -30.6% | +8.5% | -9.0% |
| 6M | -10.8% | -10.9% | +0.2% | -7.9% |
| YTD | -31.6% | +34.3% | -65.8% | -43.6% |
| 1Y | -6.4% | +18.3% | -24.7% | -19.3% |
| 3Y | +665.7% | +281.9% | +383.8% | +299.6% |
| 5Y | +55.6% | +1,486.4% | -1,430.7% | -42.6% |
| All | +53.1% | +1,009.3% | -956.2% | -43.8% |
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