-99.9%
DARE vs SPY
+396.8%
-496.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.3% |
| 7D | +2.8% | +2.6% | +0.2% | +0.7% |
| 30D | -9.9% | -2.0% | -7.9% | -8.2% |
| 3M | -52.0% | -2.8% | -49.3% | -50.7% |
| 6M | -76.9% | +2.1% | -79.0% | -77.1% |
| YTD | -66.0% | +11.5% | -77.4% | -68.6% |
| 1Y | -65.2% | +13.5% | -78.7% | -68.5% |
| 3Y | -84.3% | +77.7% | -162.0% | -90.5% |
| 5Y | -96.7% | +72.6% | -169.3% | -97.9% |
| 10Y | -99.3% | +308.2% | -407.5% | -99.8% |
| All | -99.9% | +396.8% | -496.7% | -100.0% |
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