-17.7%
ROK vs MOD
-65.0%
+47.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.7% | -7.1% | -2.5% |
| 7D | -13.8% | -25.5% | +11.7% | -9.5% |
| 30D | -14.9% | -49.0% | +34.1% | -3.9% |
| 3M | -14.7% | -49.8% | +35.2% | -3.8% |
| 6M | -17.7% | -64.8% | +47.1% | +0.7% |
| All | -17.7% | -65.0% | +47.3% | +0.7% |
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