-45.0%
RIG vs MOD
+1,504.3%
-1,549.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.4% | -1.1% |
| 7D | -2.7% | +6.3% | -9.0% | -4.9% |
| 30D | +9.5% | -1.7% | +11.2% | +9.5% |
| 3M | -6.6% | -30.1% | +23.5% | +3.2% |
| 6M | -2.9% | +2.7% | -5.6% | -10.2% |
| YTD | +39.5% | +44.1% | -4.6% | +11.2% |
| 1Y | +82.3% | +38.7% | +43.5% | +44.1% |
| 3Y | -29.6% | +309.8% | -339.4% | -69.0% |
| 5Y | +63.2% | +1,569.7% | -1,506.5% | -65.5% |
| 10Y | -45.0% | +1,520.5% | -1,565.5% | -90.4% |
| All | -45.0% | +1,504.3% | -1,549.2% | -90.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling