-2.8%
RGTI vs MOD
+739.5%
-742.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +27.9% | -34.7% | -18.6% |
| 7D | -18.1% | +40.4% | -58.5% | -31.4% |
| 30D | -17.6% | -14.0% | -3.6% | -15.3% |
| 3M | -48.3% | -33.3% | -15.0% | -40.7% |
| 6M | -47.8% | -51.4% | +3.7% | -32.1% |
| YTD | -56.6% | +1.6% | -58.2% | -61.2% |
| 1Y | -61.8% | +5.4% | -67.2% | -66.9% |
| 3Y | +807.5% | +191.0% | +616.6% | +413.8% |
| 5Y | -8.8% | +1,093.1% | -1,102.0% | -63.5% |
| All | -2.8% | +739.5% | -742.3% | -61.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling