+9,768.6%
ROL vs MOD
+1,544.7%
+8,223.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.3% | +8.3% | +2.0% |
| 7D | +11.7% | -34.2% | +45.9% | +17.8% |
| 30D | +27.7% | -51.9% | +79.6% | +40.3% |
| 3M | +3.7% | -53.0% | +56.7% | +13.7% |
| 6M | -27.8% | -66.4% | +38.6% | -18.1% |
| YTD | -34.7% | -31.5% | -3.1% | -34.3% |
| 1Y | -34.1% | -39.6% | +5.5% | -32.9% |
| 3Y | +5.9% | +116.8% | -110.9% | -18.4% |
| 5Y | +15.6% | +713.8% | -698.2% | -32.1% |
| 10Y | +226.5% | +882.7% | -656.2% | +58.5% |
| All | +9,768.6% | +1,544.7% | +8,223.9% | +3,434.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling