+25.0%
ROK vs MOD
-33.0%
+58.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -21.4% | +20.9% | +3.9% |
| 7D | 0.0% | -31.3% | +31.4% | +7.7% |
| 30D | -2.5% | -46.1% | +43.6% | +10.5% |
| 3M | 0.0% | -51.1% | +51.1% | +15.2% |
| 6M | +11.6% | -62.1% | +73.6% | +35.0% |
| YTD | +15.2% | -26.2% | +41.4% | +20.8% |
| 1Y | +25.0% | -32.6% | +57.6% | +32.2% |
| All | +25.0% | -33.0% | +58.0% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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