+13,289.6%
ROK vs MOD
+1,638.7%
+11,651.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.7% | -7.1% | -2.7% |
| 7D | -13.8% | -25.5% | +11.7% | -8.2% |
| 30D | -14.9% | -49.0% | +34.1% | -1.1% |
| 3M | -14.7% | -49.8% | +35.2% | -1.0% |
| 6M | -17.7% | -64.8% | +47.1% | +2.4% |
| YTD | -2.5% | -27.6% | +25.2% | +0.6% |
| 1Y | +2.3% | -35.2% | +37.5% | +7.4% |
| 3Y | +52.7% | +137.1% | -84.4% | +7.8% |
| 5Y | +20.5% | +760.3% | -739.7% | -41.0% |
| 10Y | +284.0% | +938.8% | -654.8% | +50.6% |
| All | +13,289.6% | +1,638.7% | +11,651.0% | +4,156.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling