-2.0%
ROL vs MOH
-19.7%
+17.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.3% |
| 7D | -3.2% | +1.7% | -4.9% | -3.3% |
| 30D | -4.9% | -0.9% | -4.0% | -4.9% |
| 3M | -25.8% | +5.7% | -31.5% | -26.1% |
| 6M | -37.6% | +39.1% | -76.7% | -39.0% |
| YTD | -41.5% | +17.7% | -59.2% | -42.4% |
| 1Y | -39.5% | +8.4% | -47.9% | -40.2% |
| 3Y | +0.1% | -36.6% | +36.7% | +3.1% |
| All | -2.0% | -19.7% | +17.7% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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