+45.1%
RKT vs MOD
+300.6%
-255.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.3% | -5.4% | -2.0% |
| 7D | +2.1% | +9.6% | -7.5% | +0.3% |
| 30D | +1.4% | 0.0% | +1.4% | +1.3% |
| 3M | +6.3% | -35.4% | +41.6% | +14.8% |
| 6M | -15.5% | -7.3% | -8.2% | -15.7% |
| YTD | -27.4% | +45.8% | -73.2% | -34.1% |
| 1Y | -26.6% | +43.1% | -69.7% | -33.7% |
| All | +45.1% | +300.6% | -255.5% | -31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling