+34.6%
DAPR vs SPY
+78.7%
-44.1%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +1.8% | +3.3% | -1.5% | +0.3% |
| 30D | -0.8% | -2.7% | +1.9% | +0.4% |
| 3M | +0.4% | -1.7% | +2.1% | +1.1% |
| 6M | +3.1% | +3.1% | 0.0% | +1.5% |
| YTD | +6.1% | +11.9% | -5.8% | +0.5% |
| 1Y | +7.4% | +12.0% | -4.6% | +1.6% |
| All | +34.6% | +78.7% | -44.1% | +1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling