+321.2%
MOD vs ROIV
+200.3%
+120.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.8% | +3.7% |
| 7D | +9.6% | +0.6% | +9.0% | +9.4% |
| 30D | 0.0% | +1.0% | -0.9% | -0.5% |
| 3M | -35.4% | +18.3% | -53.7% | -39.0% |
| 6M | -7.3% | +18.3% | -25.6% | -12.9% |
| YTD | +45.8% | +61.0% | -15.2% | +21.7% |
| 1Y | +43.1% | +177.9% | -134.7% | -5.6% |
| All | +321.2% | +200.3% | +120.8% | +154.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling