+26.6%
MAR vs RL
+9.8%
+16.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.2% | +2.1% |
| 7D | -0.5% | -0.3% | -0.2% | -0.4% |
| 30D | -4.7% | -17.5% | +12.9% | +2.2% |
| 3M | -15.6% | -14.0% | -1.6% | -11.1% |
| 6M | +1.2% | -2.0% | +3.2% | +0.9% |
| YTD | +7.5% | -4.6% | +12.1% | +8.3% |
| 1Y | +26.6% | +9.5% | +17.1% | +21.1% |
| All | +26.6% | +9.8% | +16.8% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling