+15.6%
ROL vs MOD
+720.4%
-704.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.3% | +8.3% | +1.1% |
| 7D | +11.7% | -34.2% | +45.9% | +12.6% |
| 30D | +27.7% | -51.9% | +79.6% | +29.8% |
| 3M | +3.7% | -53.0% | +56.7% | +5.4% |
| 6M | -27.8% | -66.4% | +38.6% | -26.0% |
| YTD | -34.7% | -31.5% | -3.1% | -35.3% |
| 1Y | -34.1% | -39.6% | +5.5% | -34.5% |
| 3Y | +5.9% | +116.8% | -110.9% | -7.5% |
| 5Y | +15.6% | +713.8% | -698.2% | -14.7% |
| All | +15.6% | +720.4% | -704.7% | -14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling