-53.6%
ROKU vs MOD
+1,517.7%
-1,571.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.2% |
| 7D | -0.1% | +6.3% | -6.4% | -1.8% |
| 30D | +1.5% | -1.7% | +3.1% | +1.6% |
| 3M | +25.7% | -30.1% | +55.8% | +36.0% |
| 6M | +54.5% | +2.7% | +51.8% | +46.8% |
| YTD | +43.2% | +44.1% | -0.9% | +20.6% |
| 1Y | +56.3% | +38.7% | +17.6% | +30.3% |
| 3Y | +86.1% | +309.8% | -223.7% | +0.1% |
| 5Y | -53.6% | +1,569.7% | -1,623.3% | -87.1% |
| All | -53.6% | +1,517.7% | -1,571.3% | -87.1% |
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 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