+441.9%
MAR vs ROL
+205.3%
+236.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.1% |
| 7D | -0.5% | -3.3% | +2.8% | +0.4% |
| 30D | -4.7% | -7.2% | +2.6% | -2.8% |
| 3M | -15.6% | -27.0% | +11.4% | -8.4% |
| 6M | +1.2% | -39.5% | +40.7% | +15.5% |
| YTD | +7.5% | -41.8% | +49.3% | +23.6% |
| 1Y | +26.6% | -38.9% | +65.5% | +43.4% |
| 3Y | +66.0% | -0.4% | +66.3% | +62.4% |
| 5Y | +154.1% | -4.2% | +158.3% | +146.2% |
| 10Y | +441.9% | +208.2% | +233.7% | +252.5% |
| All | +441.9% | +205.3% | +236.5% | +252.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling