-32.6%
MOD vs ROP
+10.4%
-43.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +3.9% | -25.4% | -18.8% |
| 7D | -31.3% | +11.7% | -43.0% | -25.8% |
| 30D | -46.1% | +35.5% | -81.6% | -35.0% |
| 3M | -51.1% | +25.6% | -76.8% | -43.2% |
| 6M | -62.1% | +39.3% | -101.3% | -53.0% |
| YTD | -26.2% | +11.6% | -37.8% | -9.1% |
| 1Y | -32.6% | +10.6% | -43.2% | -15.9% |
| All | -32.6% | +10.4% | -43.0% | -15.9% |
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