-99.9%
DARE vs SPY
+405.9%
-505.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.4% |
| 7D | -1.9% | +0.1% | -2.0% | -2.1% |
| 30D | -46.2% | +0.1% | -46.2% | -46.2% |
| 3M | -66.9% | +2.0% | -68.9% | -67.4% |
| 6M | -53.8% | +13.0% | -66.8% | -58.0% |
| YTD | -62.6% | +13.5% | -76.2% | -66.2% |
| 1Y | -66.2% | +20.0% | -86.1% | -70.7% |
| 3Y | -91.2% | +77.2% | -168.4% | -94.7% |
| 5Y | -96.5% | +81.9% | -178.4% | -98.0% |
| 10Y | -99.4% | +314.1% | -413.5% | -99.8% |
| All | -99.9% | +405.9% | -505.8% | -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