+65.6%
MAR vs DG
+7.4%
+58.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.0% | +1.7% | -2.2% |
| 7D | -1.7% | -2.5% | +0.7% | -1.7% |
| 30D | -6.9% | +1.0% | -7.9% | -6.9% |
| 3M | -15.8% | +20.3% | -36.1% | -16.2% |
| 6M | +1.9% | -11.7% | +13.7% | +1.7% |
| YTD | +6.6% | -2.3% | +8.9% | +6.4% |
| 1Y | +23.7% | +20.0% | +3.7% | +23.5% |
| All | +65.6% | +7.4% | +58.2% | +77.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling