-23.5%
RKT vs MOD
-30.7%
+7.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.5% | -4.5% | -5.0% |
| 7D | -7.5% | +16.1% | -23.6% | -9.2% |
| 30D | +26.6% | -38.5% | +65.1% | +35.7% |
| 3M | -2.4% | -46.8% | +44.4% | +7.4% |
| 6M | -7.4% | -61.6% | +54.2% | +8.5% |
| YTD | -29.2% | -20.5% | -8.7% | -30.5% |
| 1Y | -23.5% | -28.0% | +4.5% | -23.8% |
| All | -23.5% | -30.7% | +7.1% | -23.8% |
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