+897.4%
MOD vs ROP
+30,787.8%
-29,890.4%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.3% | -7.0% | -7.2% |
| 7D | -34.2% | +9.2% | -43.3% | -37.2% |
| 30D | -51.9% | +35.5% | -87.4% | -58.8% |
| 3M | -53.0% | +24.4% | -77.5% | -58.4% |
| 6M | -66.4% | +38.0% | -104.4% | -72.4% |
| YTD | -31.5% | +11.1% | -42.6% | -38.6% |
| 1Y | -39.6% | +10.9% | -50.5% | -45.7% |
| 3Y | +116.8% | -0.5% | +117.3% | +105.7% |
| 5Y | +713.8% | +4.5% | +709.3% | +659.3% |
| 10Y | +882.7% | +207.5% | +675.2% | +468.5% |
| All | +897.4% | +30,787.8% | -29,890.4% | +200.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling