+26.6%
MAR vs ROP
-24.5%
+51.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.2% | +1.0% |
| 7D | -0.5% | -6.1% | +5.6% | +0.2% |
| 30D | -4.7% | -3.4% | -1.3% | -4.3% |
| 3M | -15.6% | +16.7% | -32.3% | -17.2% |
| 6M | +1.2% | +8.1% | -6.8% | +0.6% |
| YTD | +7.5% | -11.7% | +19.2% | +14.4% |
| 1Y | +26.6% | -24.2% | +50.8% | +40.3% |
| All | +26.6% | -24.5% | +51.1% | +40.3% |
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