+2,498.9%
MAR vs ROL
+4,231.0%
-1,732.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -4.2% | -1.4% | -2.7% | -3.6% |
| 30D | -6.7% | -4.1% | -2.6% | -5.2% |
| 3M | -12.5% | -22.5% | +10.0% | -3.9% |
| 6M | +0.6% | -37.7% | +38.2% | +20.0% |
| YTD | +9.1% | -39.6% | +48.7% | +31.3% |
| 1Y | +26.2% | -36.0% | +62.2% | +48.1% |
| 3Y | +68.2% | -5.1% | +73.3% | +65.7% |
| 5Y | +163.9% | -3.4% | +167.3% | +151.2% |
| 10Y | +420.6% | +215.2% | +205.3% | +181.4% |
| All | +2,498.9% | +4,231.0% | -1,732.0% | +457.5% |
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 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