-20.0%
RKT vs MOD
+1,404.7%
-1,424.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.9% | -2.0% | -4.4% |
| 7D | +4.6% | -17.8% | +22.5% | +7.1% |
| 30D | +25.9% | -43.2% | +69.1% | +36.8% |
| 3M | +5.0% | -46.0% | +51.1% | +14.8% |
| 6M | -7.9% | -62.2% | +54.3% | +6.1% |
| YTD | -25.4% | -22.8% | -2.6% | -25.1% |
| 1Y | -15.4% | -35.5% | +20.1% | -12.9% |
| 3Y | +83.3% | +128.2% | -44.9% | +39.6% |
| 5Y | -0.8% | +791.6% | -792.4% | -43.3% |
| All | -20.0% | +1,404.7% | -1,424.7% | -61.6% |
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 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