+120.9%
MAR vs DLR
+57.1%
+63.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.3% | -1.4% |
| 7D | +1.8% | +5.0% | -3.3% | +0.5% |
| 30D | +14.3% | +3.0% | +11.3% | +13.3% |
| 3M | +20.0% | -6.3% | +26.3% | +21.8% |
| 6M | +21.7% | -4.8% | +26.5% | +22.5% |
| YTD | +37.7% | +21.0% | +16.7% | +29.6% |
| 1Y | +46.8% | +15.1% | +31.7% | +39.9% |
| All | +120.9% | +57.1% | +63.9% | +93.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling