+57.4%
MAR vs DLR
+11.0%
+46.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.5% | +1.5% |
| 7D | +7.7% | +2.8% | +4.9% | +7.1% |
| 30D | +19.4% | +2.8% | +16.6% | +18.6% |
| 3M | +23.3% | -4.0% | +27.3% | +24.3% |
| 6M | +22.8% | -5.6% | +28.4% | +24.5% |
| YTD | +37.8% | +21.9% | +15.8% | +32.7% |
| 1Y | +57.4% | +13.0% | +44.3% | +52.3% |
| All | +57.4% | +11.0% | +46.4% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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