+64.6%
MAR vs ROL
+1.0%
+63.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.5% | +0.2% | -1.7% |
| 7D | -1.7% | -3.4% | +1.7% | -1.0% |
| 30D | -6.9% | -6.9% | 0.0% | -5.4% |
| 3M | -15.8% | -24.6% | +8.8% | -10.5% |
| 6M | +1.9% | -39.5% | +41.5% | +14.1% |
| YTD | +6.6% | -41.1% | +47.7% | +19.7% |
| 1Y | +23.7% | -37.9% | +61.6% | +37.1% |
| 3Y | +64.6% | +0.8% | +63.8% | +65.1% |
| All | +64.6% | +1.0% | +63.6% | +65.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling