-16.0%
RKT vs MOD
+1,449.6%
-1,465.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +9.9% | -9.0% | -0.7% |
| 7D | +10.3% | -13.9% | +24.2% | +12.0% |
| 30D | +32.3% | -41.5% | +73.9% | +43.1% |
| 3M | +10.7% | -45.7% | +56.4% | +20.9% |
| 6M | -3.2% | -61.1% | +57.9% | +11.0% |
| YTD | -21.5% | -20.5% | -1.0% | -21.7% |
| 1Y | -6.0% | -32.1% | +26.1% | -4.0% |
| 3Y | +104.2% | +146.5% | -42.2% | +53.5% |
| 5Y | +2.5% | +812.7% | -810.2% | -41.7% |
| All | -16.0% | +1,449.6% | -1,465.6% | -59.9% |
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 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