+154.1%
MAR vs DLR
+40.9%
+113.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.1% | +0.9% |
| 7D | -0.5% | +2.9% | -3.4% | -1.3% |
| 30D | -4.7% | -1.2% | -3.5% | -4.4% |
| 3M | -15.6% | +2.9% | -18.5% | -16.7% |
| 6M | +1.2% | +6.7% | -5.5% | -1.2% |
| YTD | +7.5% | +23.9% | -16.4% | +0.4% |
| 1Y | +26.6% | +18.6% | +8.0% | +19.3% |
| 3Y | +66.0% | +59.7% | +6.3% | +40.6% |
| 5Y | +154.1% | +42.1% | +112.0% | +119.6% |
| All | +154.1% | +40.9% | +113.2% | +119.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling