+3,116.5%
MAR vs ROL
+4,483.4%
-1,366.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.6% |
| 7D | +4.3% | +9.5% | -5.2% | +0.7% |
| 30D | +16.8% | +22.9% | -6.1% | +7.6% |
| 3M | +16.0% | +3.5% | +12.5% | +13.9% |
| 6M | +16.5% | -29.4% | +45.8% | +31.8% |
| YTD | +35.0% | -36.1% | +71.1% | +58.3% |
| 1Y | +49.4% | -34.4% | +83.7% | +73.3% |
| 3Y | +124.1% | +4.0% | +120.1% | +112.9% |
| 5Y | +159.2% | +13.2% | +145.9% | +132.3% |
| 10Y | +553.9% | +219.7% | +334.3% | +251.4% |
| All | +3,116.5% | +4,483.4% | -1,366.9% | +572.1% |
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 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