+43.1%
MOD vs ROP
-21.5%
+64.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.6% | +7.9% | +2.6% |
| 7D | +9.6% | -4.4% | +14.0% | +7.2% |
| 30D | 0.0% | +3.2% | -3.2% | +1.8% |
| 3M | -35.4% | +23.1% | -58.4% | -30.3% |
| 6M | -7.3% | +13.3% | -20.6% | +0.2% |
| YTD | +45.8% | -7.9% | +53.7% | +55.5% |
| 1Y | +43.1% | -22.1% | +65.2% | +50.0% |
| All | +43.1% | -21.5% | +64.6% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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