+48.3%
MAR vs ROP
+7.5%
+40.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | +1.0% | -2.9% | +4.0% | +1.3% |
| 30D | +16.2% | +30.1% | -13.8% | +13.6% |
| 3M | +23.1% | +19.9% | +3.2% | +21.3% |
| 6M | +22.0% | +46.0% | -24.1% | +17.9% |
| YTD | +39.2% | +8.4% | +30.8% | +47.9% |
| 1Y | +48.3% | +8.8% | +39.4% | +56.8% |
| All | +48.3% | +7.5% | +40.8% | +56.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling