+216.0%
ROL vs MOD
+911.6%
-695.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.7% | -7.8% | -2.3% |
| 7D | +9.5% | -25.5% | +35.0% | +10.8% |
| 30D | +22.9% | -49.0% | +71.9% | +26.6% |
| 3M | +3.5% | -49.8% | +53.4% | +6.5% |
| 6M | -29.4% | -64.8% | +35.4% | -26.3% |
| YTD | -36.1% | -27.6% | -8.4% | -36.4% |
| 1Y | -34.4% | -35.2% | +0.8% | -34.5% |
| 3Y | +4.0% | +137.1% | -133.1% | -8.7% |
| 5Y | +13.2% | +760.3% | -747.1% | -12.9% |
| All | +216.0% | +911.6% | -695.6% | +139.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling