+301.0%
DAR vs SPY
+311.8%
-10.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.3% | +3.7% | +3.7% |
| 7D | +3.6% | -0.9% | +4.5% | +4.6% |
| 30D | -11.3% | -2.4% | -8.9% | -9.1% |
| 3M | -13.1% | -1.2% | -12.0% | -12.4% |
| 6M | -15.1% | +3.3% | -18.4% | -18.8% |
| YTD | +50.5% | +12.3% | +38.2% | +30.4% |
| 1Y | +57.9% | +12.4% | +45.5% | +36.7% |
| 3Y | +28.9% | +78.8% | -49.9% | -34.9% |
| 5Y | -31.4% | +75.2% | -106.6% | -64.4% |
| 10Y | +301.0% | +311.1% | -10.1% | -29.3% |
| All | +301.0% | +311.8% | -10.7% | -29.3% |
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