+2,498.9%
MAR vs DAR
+666.9%
+1,832.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | -4.2% | +1.4% | -5.5% | -4.3% |
| 30D | -6.7% | +12.8% | -19.5% | -7.9% |
| 3M | -12.5% | +7.4% | -19.8% | -13.3% |
| 6M | +0.6% | +22.3% | -21.7% | -1.8% |
| YTD | +9.1% | +81.1% | -72.0% | +2.3% |
| 1Y | +26.2% | +106.5% | -80.3% | +16.5% |
| 3Y | +68.2% | +5.3% | +62.9% | +63.9% |
| 5Y | +163.9% | -11.5% | +175.5% | +160.0% |
| 10Y | +420.6% | +353.3% | +67.2% | +344.7% |
| All | +2,498.9% | +666.9% | +1,832.0% | +2,066.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling