+266.4%
ROK vs MOD
+1,005.7%
-739.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +9.9% | -6.3% | +1.4% |
| 7D | -11.5% | -13.9% | +2.4% | -9.1% |
| 30D | -10.0% | -41.5% | +31.5% | +0.4% |
| 3M | -11.4% | -45.7% | +34.3% | -0.1% |
| 6M | -13.7% | -61.1% | +47.4% | +3.4% |
| YTD | +1.0% | -20.5% | +21.5% | +2.0% |
| 1Y | +5.6% | -32.1% | +37.8% | +9.7% |
| 3Y | +59.1% | +146.5% | -87.4% | +14.0% |
| 5Y | +26.1% | +812.7% | -786.6% | -35.9% |
| 10Y | +266.4% | +966.8% | -700.4% | +57.0% |
| All | +266.4% | +1,005.7% | -739.3% | +57.0% |
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