+60.7%
ROK vs MOD
+138.1%
-77.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.9% | +4.9% | +2.6% |
| 7D | -11.0% | -17.8% | +6.8% | -8.0% |
| 30D | -8.2% | -43.2% | +35.0% | +2.3% |
| 3M | -8.5% | -46.0% | +37.6% | +2.5% |
| 6M | -12.0% | -62.2% | +50.3% | +5.1% |
| YTD | +3.1% | -22.8% | +25.9% | +5.3% |
| 1Y | +2.9% | -35.5% | +38.3% | +8.3% |
| 3Y | +60.7% | +128.2% | -67.6% | +20.1% |
| All | +60.7% | +138.1% | -77.5% | +20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling