+500.9%
MAR vs DLR
+193.8%
+307.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.3% | -1.3% |
| 7D | +1.8% | +5.0% | -3.3% | +0.6% |
| 30D | +14.3% | +3.0% | +11.3% | +13.4% |
| 3M | +20.0% | -6.3% | +26.3% | +21.5% |
| 6M | +21.7% | -4.8% | +26.5% | +22.4% |
| YTD | +37.7% | +21.0% | +16.7% | +30.9% |
| 1Y | +46.8% | +15.1% | +31.7% | +41.1% |
| 3Y | +121.0% | +56.0% | +65.0% | +96.3% |
| 5Y | +183.1% | +39.1% | +144.0% | +151.3% |
| All | +500.9% | +193.8% | +307.2% | +370.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling