+359.5%
DAR vs SPY
+322.5%
+37.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.8% |
| 7D | -0.1% | -0.8% | +0.6% | +0.7% |
| 30D | +2.6% | -1.1% | +3.7% | +3.7% |
| 3M | +14.2% | +3.9% | +10.4% | +9.1% |
| 6M | +17.2% | +13.6% | +3.6% | +0.7% |
| YTD | +80.9% | +12.7% | +68.2% | +56.6% |
| 1Y | +104.0% | +17.5% | +86.5% | +68.4% |
| 3Y | +3.6% | +76.9% | -73.3% | -47.0% |
| 5Y | -7.8% | +83.6% | -91.4% | -54.6% |
| All | +359.5% | +322.5% | +37.0% | -19.1% |
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