+64.6%
MAR vs DAR
+14.9%
+49.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.9% | -5.2% | -2.7% |
| 7D | -1.7% | -0.9% | -0.9% | -1.6% |
| 30D | -6.9% | +13.0% | -19.9% | -8.8% |
| 3M | -15.8% | +15.0% | -30.8% | -18.0% |
| 6M | +1.9% | +26.8% | -24.9% | -2.8% |
| YTD | +6.6% | +86.4% | -79.8% | -5.7% |
| 1Y | +23.7% | +115.1% | -91.4% | +6.0% |
| 3Y | +64.6% | +14.6% | +50.0% | +51.6% |
| All | +64.6% | +14.9% | +49.7% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 3y: compounded portfolio wealth divided by compounded DAR 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…
3y analysis · Full analysis span regression · 6 months rolling