+1,478.7%
MAR vs DG
+606.1%
+872.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.1% |
| 7D | -4.2% | +8.4% | -12.5% | -5.4% |
| 30D | -6.7% | +4.9% | -11.6% | -7.5% |
| 3M | -12.5% | +29.3% | -41.8% | -16.3% |
| 6M | +0.6% | -11.3% | +11.8% | +2.0% |
| YTD | +9.1% | +1.8% | +7.4% | +8.1% |
| 1Y | +26.2% | +25.3% | +0.9% | +20.4% |
| 3Y | +68.2% | +9.1% | +59.1% | +59.4% |
| 5Y | +163.9% | -34.9% | +198.8% | +176.0% |
| 10Y | +420.6% | +108.2% | +312.4% | +289.4% |
| All | +1,478.7% | +606.1% | +872.6% | +644.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling