+26.4%
MAR vs DG
+20.1%
+6.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.5% | -0.6% |
| 7D | -2.1% | -6.3% | +4.2% | -1.4% |
| 30D | -5.7% | +2.4% | -8.1% | -5.9% |
| 3M | -14.6% | +12.4% | -27.0% | -15.8% |
| 6M | +1.3% | -14.9% | +16.3% | +1.5% |
| YTD | +6.7% | -6.1% | +12.8% | +6.7% |
| 1Y | +26.4% | +17.9% | +8.6% | +24.4% |
| All | +26.4% | +20.1% | +6.4% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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