+30.9%
ROK vs MOD
+815.4%
-784.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +6.1% | +16.1% | -10.0% | +2.4% |
| 30D | -6.5% | -38.5% | +32.0% | +3.3% |
| 3M | -10.2% | -46.8% | +36.6% | +1.9% |
| 6M | -10.6% | -61.6% | +51.0% | +7.7% |
| YTD | +4.9% | -20.5% | +25.4% | +5.9% |
| 1Y | +3.8% | -28.0% | +31.8% | +6.5% |
| 3Y | +63.5% | +134.9% | -71.4% | +14.1% |
| 5Y | +30.9% | +833.2% | -802.2% | -37.9% |
| All | +30.9% | +815.4% | -784.5% | -37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling