+48.4%
MAR vs ROL
-31.8%
+80.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -2.9% | -0.9% |
| 7D | +1.6% | +3.0% | -1.4% | +1.0% |
| 30D | +13.8% | +19.8% | -6.0% | +9.5% |
| 3M | +20.3% | +7.9% | +12.4% | +18.1% |
| 6M | +21.3% | -25.6% | +47.0% | +30.0% |
| YTD | +37.2% | -34.1% | +71.4% | +47.3% |
| 1Y | +48.4% | -31.4% | +79.8% | +55.1% |
| All | +48.4% | -31.8% | +80.3% | +55.1% |
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