+57.4%
MAR vs ROL
-34.1%
+91.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.8% | -0.7% | +1.4% |
| 7D | +7.7% | +14.6% | -6.8% | +4.6% |
| 30D | +19.4% | +29.3% | -9.9% | +12.9% |
| 3M | +23.3% | +2.0% | +21.3% | +22.5% |
| 6M | +22.8% | -28.5% | +51.4% | +33.6% |
| YTD | +37.8% | -35.3% | +73.1% | +49.4% |
| 1Y | +57.4% | -34.7% | +92.1% | +68.9% |
| All | +57.4% | -34.1% | +91.5% | +68.9% |
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