+92.2%
RKT vs MOD
+116.8%
-24.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -7.3% | +6.0% | -0.2% |
| 7D | +24.3% | -34.2% | +58.5% | +31.5% |
| 30D | +27.9% | -51.9% | +79.7% | +42.8% |
| 3M | +6.9% | -53.0% | +60.0% | +19.5% |
| 6M | +5.2% | -66.4% | +71.5% | +23.8% |
| YTD | -23.5% | -31.5% | +8.1% | -21.7% |
| 1Y | -9.1% | -39.6% | +30.5% | -5.4% |
| All | +92.2% | +116.8% | -24.7% | -22.2% |
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 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