+713.8%
MOD vs ROP
+3.7%
+710.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.3% | -7.0% | -7.2% |
| 7D | -34.2% | +9.2% | -43.3% | -36.4% |
| 30D | -51.9% | +35.5% | -87.4% | -57.7% |
| 3M | -53.0% | +24.4% | -77.5% | -57.4% |
| 6M | -66.4% | +38.0% | -104.4% | -72.0% |
| YTD | -31.5% | +11.1% | -42.6% | -33.6% |
| 1Y | -39.6% | +10.9% | -50.5% | -41.3% |
| 3Y | +116.8% | -0.5% | +117.3% | +129.9% |
| 5Y | +713.8% | +4.5% | +709.3% | +679.6% |
| All | +713.8% | +3.7% | +710.1% | +679.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling