+67.4%
RIG vs MOD
+1,086.9%
-1,019.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +27.9% | -23.7% | -1.8% |
| 7D | +5.7% | +40.4% | -34.7% | -2.4% |
| 30D | -0.7% | -14.0% | +13.3% | +1.1% |
| 3M | -3.1% | -33.3% | +30.2% | +3.3% |
| 6M | -16.3% | -51.4% | +35.1% | -6.1% |
| YTD | +34.1% | +1.6% | +32.5% | +21.9% |
| 1Y | +38.2% | +5.4% | +32.8% | +23.3% |
| 3Y | -15.3% | +191.0% | -206.3% | -45.2% |
| All | +67.4% | +1,086.9% | -1,019.5% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling