+1,538.8%
MAR vs DLR
+3,595.6%
-2,056.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -4.2% | +1.6% | -5.7% | -4.8% |
| 30D | -6.7% | -3.4% | -3.3% | -5.5% |
| 3M | -12.5% | +0.5% | -13.0% | -13.3% |
| 6M | +0.6% | +4.6% | -4.0% | -2.0% |
| YTD | +9.1% | +23.4% | -14.3% | -0.8% |
| 1Y | +26.2% | +19.0% | +7.2% | +15.8% |
| 3Y | +68.2% | +56.5% | +11.6% | +34.4% |
| 5Y | +163.9% | +33.3% | +130.6% | +118.2% |
| 10Y | +420.6% | +165.1% | +255.4% | +183.4% |
| All | +1,538.8% | +3,595.6% | -2,056.8% | +186.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling