-24.1%
RKT vs MOD
+1,880.4%
-1,904.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +27.9% | -27.9% | -4.4% |
| 7D | -9.0% | +40.4% | -49.4% | -14.3% |
| 30D | +30.2% | -14.0% | +44.2% | +31.4% |
| 3M | -8.8% | -33.3% | +24.5% | -4.1% |
| 6M | -0.9% | -51.4% | +50.5% | +9.2% |
| YTD | -29.2% | +1.6% | -30.8% | -32.4% |
| 1Y | -20.1% | +5.4% | -25.4% | -24.4% |
| 3Y | +81.3% | +191.0% | -109.7% | +32.2% |
| 5Y | -6.6% | +1,093.1% | -1,099.8% | -49.3% |
| All | -24.1% | +1,880.4% | -1,904.6% | -65.4% |
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