+57.0%
RGTI vs MOD
+1,517.1%
-1,460.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.3% | -0.3% | -2.1% |
| 7D | +2.5% | +3.6% | -1.1% | +0.7% |
| 30D | -13.7% | -2.6% | -11.0% | -12.4% |
| 3M | -22.6% | -33.1% | +10.5% | -7.6% |
| 6M | -13.4% | -7.5% | -5.9% | -12.2% |
| YTD | -31.2% | +39.3% | -70.5% | -44.9% |
| 1Y | -7.6% | +34.3% | -41.9% | -26.3% |
| 3Y | +669.7% | +296.2% | +373.5% | +268.6% |
| 5Y | +57.0% | +1,504.6% | -1,447.5% | -50.1% |
| All | +57.0% | +1,517.1% | -1,460.1% | -50.1% |
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 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