+53.5%
RGTI vs MOD
+1,104.6%
-1,051.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.2% | -1.8% |
| 7D | -2.5% | +9.6% | -12.1% | -6.5% |
| 30D | -9.4% | 0.0% | -9.4% | -9.2% |
| 3M | -37.1% | -35.4% | -1.7% | -24.2% |
| 6M | -14.4% | -7.3% | -7.1% | -13.5% |
| YTD | -31.4% | +45.8% | -77.2% | -45.4% |
| 1Y | +0.5% | +43.1% | -42.6% | -20.9% |
| 3Y | +726.1% | +297.7% | +428.4% | +320.0% |
| 5Y | +56.2% | +1,478.8% | -1,422.5% | -44.4% |
| All | +53.5% | +1,104.6% | -1,051.0% | -45.6% |
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