+3,207.6%
MAR vs ROL
+4,564.2%
-1,356.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +2.8% |
| 7D | +2.9% | +3.4% | -0.5% | +1.5% |
| 30D | +17.0% | +20.8% | -3.7% | +8.6% |
| 3M | +23.2% | +3.7% | +19.4% | +20.8% |
| 6M | +21.7% | -27.7% | +49.4% | +36.5% |
| YTD | +38.9% | -34.9% | +73.8% | +61.7% |
| 1Y | +48.7% | -33.3% | +82.0% | +71.4% |
| 3Y | +122.9% | +4.3% | +118.6% | +111.5% |
| 5Y | +177.5% | +15.0% | +162.5% | +147.3% |
| 10Y | +537.5% | +214.7% | +322.9% | +245.1% |
| All | +3,207.6% | +4,564.2% | -1,356.7% | +586.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling