-99.4%
DARE vs SPY
+318.9%
-418.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.2% |
| 7D | -1.1% | -2.0% | +0.9% | +0.6% |
| 30D | -51.0% | -1.7% | -49.4% | -50.3% |
| 3M | -64.8% | +4.7% | -69.5% | -66.1% |
| 6M | -52.7% | +12.5% | -65.2% | -56.9% |
| YTD | -63.5% | +11.7% | -75.2% | -66.6% |
| 1Y | -66.9% | +17.5% | -84.4% | -70.9% |
| 3Y | -90.0% | +76.6% | -166.5% | -94.0% |
| 5Y | -96.4% | +82.0% | -178.5% | -97.9% |
| All | -99.4% | +318.9% | -418.3% | -99.9% |
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