+886.3%
MOD vs ROP
+185.1%
+701.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.5% | -3.2% |
| 7D | -17.8% | +0.2% | -18.0% | -18.6% |
| 30D | -43.2% | +30.3% | -73.5% | -52.2% |
| 3M | -46.0% | +17.8% | -63.8% | -52.1% |
| 6M | -62.2% | +38.9% | -101.1% | -71.0% |
| YTD | -22.8% | +7.6% | -30.4% | -30.1% |
| 1Y | -35.5% | +6.5% | -42.0% | -41.1% |
| 3Y | +128.2% | -6.3% | +134.5% | +129.0% |
| 5Y | +791.6% | +0.9% | +790.7% | +744.0% |
| 10Y | +886.3% | +180.7% | +705.6% | +306.6% |
| All | +886.3% | +185.1% | +701.3% | +306.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling