-8.5%
RGTI vs MOD
+25.0%
-33.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.6% | -4.9% | -1.3% |
| 7D | +0.5% | -2.8% | +3.2% | +1.4% |
| 30D | -17.1% | -5.1% | -12.0% | -15.4% |
| 3M | -26.0% | -30.3% | +4.3% | -17.7% |
| 6M | -9.9% | -5.6% | -4.2% | -6.5% |
| YTD | -31.1% | +41.8% | -72.8% | -35.6% |
| 1Y | -8.5% | +28.9% | -37.4% | -8.1% |
| All | -8.5% | +25.0% | -33.5% | -8.1% |
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