+433.8%
MAR vs ROP
+135.6%
+298.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -0.5% | -4.6% | +4.1% | +1.9% |
| 30D | -5.4% | -1.7% | -3.7% | -4.7% |
| 3M | -15.5% | +17.1% | -32.6% | -23.1% |
| 6M | +3.0% | +10.9% | -7.9% | -4.0% |
| YTD | +8.5% | -12.1% | +20.6% | +14.4% |
| 1Y | +26.0% | -24.2% | +50.2% | +44.4% |
| 3Y | +68.6% | -20.4% | +89.0% | +86.6% |
| 5Y | +157.4% | -15.4% | +172.8% | +171.8% |
| All | +433.8% | +135.6% | +298.2% | +231.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling