-12.5%
ROK vs MOD
-62.7%
+50.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.9% | +4.9% | +2.6% |
| 7D | -11.0% | -17.8% | +6.8% | -8.4% |
| 30D | -8.2% | -43.2% | +35.0% | +1.4% |
| 3M | -8.5% | -46.0% | +37.6% | +1.6% |
| All | -12.5% | -62.7% | +50.2% | +6.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling