-34.7%
ROL vs MOD
-33.0%
-1.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -21.4% | +24.2% | +1.9% |
| 7D | +14.6% | -31.3% | +45.9% | +13.2% |
| 30D | +29.3% | -46.1% | +75.4% | +27.3% |
| 3M | +2.0% | -51.1% | +53.1% | +0.4% |
| 6M | -28.5% | -62.1% | +33.5% | -29.8% |
| YTD | -35.3% | -26.2% | -9.2% | -38.3% |
| 1Y | -34.7% | -32.6% | -2.1% | -37.9% |
| All | -34.7% | -33.0% | -1.7% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling