+39.5%
DAPR vs SPY
+96.4%
-57.0%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.6% | +0.2% |
| 7D | -0.3% | -0.9% | +0.6% | +0.1% |
| 30D | -0.6% | -2.4% | +1.7% | +0.4% |
| 3M | +0.8% | -1.2% | +1.9% | +1.2% |
| 6M | +3.2% | +3.3% | -0.1% | +1.6% |
| YTD | +6.4% | +12.3% | -5.9% | +0.9% |
| 1Y | +7.6% | +12.4% | -4.9% | +1.9% |
| 3Y | +35.0% | +78.8% | -43.8% | +3.7% |
| 5Y | +33.6% | +75.2% | -41.6% | +2.2% |
| All | +39.5% | +96.4% | -57.0% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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