+1,481.7%
DAR vs SPY
+2,733.4%
-1,251.6%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.5% | +2.5% |
| 7D | +9.2% | +3.3% | +5.9% | +6.3% |
| 30D | -12.3% | -2.7% | -9.6% | -10.2% |
| 3M | -12.7% | -1.7% | -11.0% | -11.7% |
| 6M | -12.8% | +3.1% | -15.8% | -15.6% |
| YTD | +53.8% | +11.9% | +41.9% | +37.9% |
| 1Y | +60.3% | +12.0% | +48.3% | +43.7% |
| 3Y | +31.7% | +78.2% | -46.4% | -21.4% |
| 5Y | -27.7% | +73.2% | -101.0% | -55.4% |
| 10Y | +309.8% | +309.6% | +0.1% | +30.1% |
| All | +1,481.7% | +2,733.4% | -1,251.6% | +201.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling