+214.2%
ROL vs MOD
+1,642.7%
-1,428.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.3% | -3.9% | +0.2% |
| 7D | -1.4% | +9.6% | -11.0% | -1.9% |
| 30D | -4.1% | 0.0% | -4.1% | -4.2% |
| 3M | -22.5% | -35.4% | +12.9% | -20.9% |
| 6M | -37.7% | -7.3% | -30.4% | -38.0% |
| YTD | -39.6% | +45.8% | -85.4% | -41.7% |
| 1Y | -36.0% | +43.1% | -79.2% | -38.5% |
| 3Y | -5.1% | +297.7% | -302.8% | -18.3% |
| 5Y | -3.4% | +1,478.8% | -1,482.1% | -27.6% |
| All | +214.2% | +1,642.7% | -1,428.5% | +124.6% |
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 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