-10.4%
RKT vs MOD
-33.0%
+22.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -21.4% | +30.1% | +11.3% |
| 7D | +29.7% | -31.3% | +61.1% | +35.7% |
| 30D | +28.5% | -46.1% | +74.6% | +40.6% |
| 3M | +6.4% | -51.1% | +57.5% | +18.3% |
| 6M | +7.1% | -62.1% | +69.2% | +24.5% |
| YTD | -22.5% | -26.2% | +3.7% | -22.6% |
| 1Y | -10.4% | -32.6% | +22.1% | -9.6% |
| All | -10.4% | -33.0% | +22.5% | -9.6% |
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