+753.4%
MOD vs ROP
+1.1%
+752.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.9% | +8.6% | +6.6% |
| 7D | -25.5% | +2.1% | -27.7% | -26.5% |
| 30D | -49.0% | +32.9% | -81.9% | -55.0% |
| 3M | -49.8% | +20.0% | -69.8% | -54.0% |
| 6M | -64.8% | +36.4% | -101.2% | -70.8% |
| YTD | -27.6% | +7.8% | -35.5% | -29.2% |
| 1Y | -35.2% | +8.0% | -43.2% | -36.7% |
| 3Y | +137.1% | -3.5% | +140.6% | +153.9% |
| All | +753.4% | +1.1% | +752.3% | +728.5% |
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