+6.2%
ROL vs MOD
+116.8%
-110.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.3% | +8.3% | +0.9% |
| 7D | +11.7% | -34.2% | +45.9% | +11.3% |
| 30D | +27.7% | -51.9% | +79.6% | +27.2% |
| 3M | +3.7% | -53.0% | +56.7% | +3.3% |
| 6M | -27.8% | -66.4% | +38.6% | -27.9% |
| YTD | -34.7% | -31.5% | -3.1% | -35.5% |
| 1Y | -34.1% | -39.6% | +5.5% | -34.9% |
| All | +6.2% | +116.8% | -110.6% | -5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling