-16.7%
RKT vs MOD
+1,310.4%
-1,327.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.7% | -4.1% | +0.7% |
| 7D | +17.7% | -25.5% | +43.2% | +22.3% |
| 30D | +31.6% | -49.0% | +80.6% | +45.8% |
| 3M | +13.9% | -49.8% | +63.7% | +26.1% |
| 6M | +2.8% | -64.8% | +67.6% | +19.9% |
| YTD | -22.2% | -27.6% | +5.4% | -21.1% |
| 1Y | -3.5% | -35.2% | +31.7% | -0.7% |
| 3Y | +95.3% | +137.1% | -41.9% | +47.6% |
| 5Y | -0.4% | +760.3% | -760.7% | -42.6% |
| All | -16.7% | +1,310.4% | -1,327.0% | -59.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling