-46.0%
RIG vs MOD
+618.1%
-664.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.5% | -1.0% | +1.6% |
| 7D | -2.6% | +8.2% | -10.8% | -4.7% |
| 30D | -5.2% | -38.2% | +33.0% | +6.3% |
| 3M | -8.6% | -46.2% | +37.6% | +5.1% |
| 6M | -18.9% | -62.5% | +43.6% | 0.0% |
| YTD | +28.6% | -20.1% | +48.7% | +26.1% |
| 1Y | +25.5% | -29.7% | +55.2% | +26.1% |
| 3Y | -20.2% | +136.2% | -156.4% | -46.1% |
| 5Y | +53.9% | +820.4% | -766.4% | -32.4% |
| 10Y | -48.8% | +839.8% | -888.6% | -79.3% |
| All | -46.0% | +618.1% | -664.1% | -82.1% |
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