+5.4%
MOD vs ROIV
+87.6%
-82.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -1.2% | +29.0% | +28.1% |
| 7D | +40.4% | +1.7% | +38.7% | +39.9% |
| 30D | -14.0% | +17.6% | -31.6% | -16.7% |
| 3M | -33.3% | +9.0% | -42.3% | -34.8% |
| 6M | -51.4% | +35.3% | -86.7% | -54.6% |
| YTD | +1.6% | +82.2% | -80.6% | -6.0% |
| 1Y | +5.4% | +92.3% | -86.9% | +2.7% |
| All | +5.4% | +87.6% | -82.2% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 1y: compounded portfolio wealth divided by compounded ROIV 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…
1y analysis · Full analysis span regression · 6 months rolling