+13.6%
ROL vs MOD
+748.9%
-735.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.7% | -7.8% | -2.2% |
| 7D | +9.5% | -25.5% | +35.0% | +10.1% |
| 30D | +22.9% | -49.0% | +71.9% | +24.8% |
| 3M | +3.5% | -49.8% | +53.4% | +5.1% |
| 6M | -29.4% | -64.8% | +35.4% | -27.7% |
| YTD | -36.1% | -27.6% | -8.4% | -36.7% |
| 1Y | -34.4% | -35.2% | +0.8% | -34.9% |
| 3Y | +4.0% | +137.1% | -133.1% | -9.5% |
| All | +13.6% | +748.9% | -735.4% | -16.0% |
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