-49.6%
RIG vs MOD
+1,005.7%
-1,055.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +9.9% | -11.2% | -4.7% |
| 7D | -17.0% | -13.9% | -3.1% | -13.4% |
| 30D | -6.2% | -41.5% | +35.4% | +10.9% |
| 3M | -1.7% | -45.7% | +44.0% | +17.5% |
| 6M | -19.2% | -61.1% | +41.9% | +4.8% |
| YTD | +25.2% | -20.5% | +45.7% | +19.3% |
| 1Y | +29.9% | -32.1% | +62.0% | +29.4% |
| 3Y | -21.3% | +146.5% | -167.8% | -59.4% |
| 5Y | +40.5% | +812.7% | -772.2% | -64.3% |
| 10Y | -49.6% | +966.8% | -1,016.4% | -88.0% |
| All | -49.6% | +1,005.7% | -1,055.3% | -88.0% |
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