+23.1%
RIG vs MOD
-33.9%
+57.0%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +9.9% | -11.2% | -2.2% |
| 7D | -17.0% | -13.9% | -3.1% | -16.1% |
| 30D | -6.2% | -41.5% | +35.4% | -3.2% |
| 3M | -1.7% | -45.7% | +44.0% | +1.8% |
| 6M | -19.2% | -61.1% | +41.9% | -15.0% |
| YTD | +25.2% | -20.5% | +45.7% | +19.6% |
| All | +23.1% | -33.9% | +57.0% | +20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling