+263.4%
ROK vs MOD
+1,079.7%
-816.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +27.9% | -28.3% | -6.5% |
| 7D | +7.1% | +40.4% | -33.3% | -1.6% |
| 30D | -5.0% | -14.0% | +9.1% | -3.4% |
| 3M | -9.4% | -33.3% | +24.0% | -3.2% |
| 6M | -11.0% | -51.4% | +40.4% | +0.7% |
| YTD | +4.4% | +1.6% | +2.8% | -1.0% |
| 1Y | +7.4% | +5.4% | +2.0% | +0.5% |
| 3Y | +61.0% | +191.0% | -130.0% | +10.3% |
| 5Y | +30.4% | +1,093.1% | -1,062.8% | -38.1% |
| All | +263.4% | +1,079.7% | -816.3% | +48.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling