+214.7%
ROL vs MOD
+920.5%
-705.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | -0.2% |
| 7D | +3.4% | -17.8% | +21.2% | +4.1% |
| 30D | +20.8% | -43.2% | +64.0% | +23.7% |
| 3M | +3.7% | -46.0% | +49.8% | +6.3% |
| 6M | -27.7% | -62.2% | +34.6% | -24.8% |
| YTD | -34.9% | -22.8% | -12.1% | -35.5% |
| 1Y | -33.3% | -35.5% | +2.2% | -33.3% |
| 3Y | +4.3% | +128.2% | -123.9% | -8.0% |
| 5Y | +15.0% | +791.6% | -776.6% | -11.6% |
| 10Y | +214.7% | +886.3% | -671.6% | +139.4% |
| All | +214.7% | +920.5% | -705.8% | +139.4% |
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