-11.1%
RKT vs MOD
-33.9%
+22.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +9.9% | -9.0% | -0.3% |
| 7D | +10.3% | -13.9% | +24.2% | +11.4% |
| 30D | +32.3% | -41.5% | +73.9% | +43.0% |
| 3M | +10.7% | -45.7% | +56.4% | +20.9% |
| 6M | -3.2% | -61.1% | +57.9% | +12.4% |
| YTD | -21.5% | -20.5% | -1.0% | -22.0% |
| All | -11.1% | -33.9% | +22.8% | -8.2% |
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