+2,498.9%
MAR vs ROP
+3,535.2%
-1,036.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.6% | +3.7% | +1.8% |
| 7D | -4.2% | -4.4% | +0.3% | -2.1% |
| 30D | -6.7% | +3.2% | -9.9% | -8.2% |
| 3M | -12.5% | +23.1% | -35.5% | -21.3% |
| 6M | +0.6% | +13.3% | -12.7% | -6.5% |
| YTD | +9.1% | -7.9% | +17.0% | +11.1% |
| 1Y | +26.2% | -22.1% | +48.3% | +38.9% |
| 3Y | +68.2% | -16.8% | +85.0% | +78.9% |
| 5Y | +163.9% | -13.5% | +177.4% | +173.9% |
| 10Y | +420.6% | +137.7% | +282.9% | +231.2% |
| All | +2,498.9% | +3,535.2% | -1,036.3% | +492.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling