+0.8%
RKT vs MOD
+818.0%
-817.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.6% | -0.7% |
| 7D | -3.8% | +8.2% | -12.0% | -5.3% |
| 30D | +32.8% | -38.2% | +71.0% | +43.4% |
| 3M | +0.8% | -46.2% | +47.1% | +11.5% |
| 6M | -2.6% | -62.5% | +59.9% | +14.4% |
| YTD | -25.4% | -20.1% | -5.3% | -25.9% |
| 1Y | -19.1% | -29.7% | +10.6% | -18.0% |
| 3Y | +83.2% | +136.2% | -53.0% | +26.4% |
| 5Y | +0.8% | +820.4% | -819.5% | -56.8% |
| All | +0.8% | +818.0% | -817.2% | -56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling