-3.5%
RKT vs MOD
-37.3%
+33.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.7% | -4.1% | +0.9% |
| 7D | +17.7% | -25.5% | +43.2% | +21.3% |
| 30D | +31.6% | -49.0% | +80.6% | +45.5% |
| 3M | +13.9% | -49.8% | +63.7% | +25.9% |
| 6M | +2.8% | -64.8% | +67.6% | +21.4% |
| YTD | -22.2% | -27.6% | +5.4% | -22.2% |
| 1Y | -3.5% | -35.2% | +31.7% | -1.5% |
| All | -3.5% | -37.3% | +33.8% | -1.5% |
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