+26.6%
MAR vs DRI
+3.0%
+23.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.5% | +1.3% |
| 7D | -0.5% | -4.8% | +4.3% | +1.0% |
| 30D | -4.7% | -3.9% | -0.7% | -3.6% |
| 3M | -15.6% | +5.1% | -20.7% | -17.1% |
| 6M | +1.2% | +5.5% | -4.3% | -1.0% |
| YTD | +7.5% | +16.5% | -9.0% | +1.3% |
| 1Y | +26.6% | +2.0% | +24.6% | +17.5% |
| All | +26.6% | +3.0% | +23.6% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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