+26.2%
MAR vs ROL
-35.4%
+61.6%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -4.2% | -1.4% | -2.7% | -3.9% |
| 30D | -6.7% | -4.1% | -2.6% | -5.9% |
| 3M | -12.5% | -22.5% | +10.0% | -7.6% |
| 6M | +0.6% | -37.7% | +38.2% | +12.0% |
| YTD | +9.1% | -39.6% | +48.7% | +21.5% |
| 1Y | +26.2% | -36.0% | +62.2% | +39.6% |
| All | +26.2% | -35.4% | +61.6% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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