-18.0%
RKT vs MOD
+1,234.2%
-1,252.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -7.3% | +6.0% | -0.1% |
| 7D | +24.3% | -34.2% | +58.5% | +31.8% |
| 30D | +27.9% | -51.9% | +79.7% | +42.9% |
| 3M | +6.9% | -53.0% | +60.0% | +19.6% |
| 6M | +5.2% | -66.4% | +71.5% | +23.6% |
| YTD | -23.5% | -31.5% | +8.1% | -21.7% |
| 1Y | -9.1% | -39.6% | +30.5% | -5.3% |
| 3Y | +81.5% | +116.8% | -35.4% | +39.3% |
| 5Y | -2.0% | +713.8% | -715.8% | -43.0% |
| All | -18.0% | +1,234.2% | -1,252.2% | -59.9% |
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 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