+650.7%
RGTI vs MOD
+290.9%
+359.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.3% | -0.3% | -1.9% |
| 7D | +2.5% | +3.6% | -1.1% | +0.5% |
| 30D | -13.7% | -2.6% | -11.0% | -12.3% |
| 3M | -22.6% | -33.1% | +10.5% | -5.8% |
| 6M | -13.4% | -7.5% | -5.9% | -12.5% |
| YTD | -31.2% | +39.3% | -70.5% | -47.4% |
| 1Y | -7.6% | +34.3% | -41.9% | -30.0% |
| All | +650.7% | +290.9% | +359.9% | +132.1% |
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