+114.3%
DARP vs SPY
+75.4%
+38.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.5% | +1.1% |
| 7D | -0.5% | -0.9% | +0.4% | +0.8% |
| 30D | -12.7% | -2.4% | -10.3% | -9.7% |
| 3M | -11.0% | -1.2% | -9.9% | -9.4% |
| 6M | -11.8% | +3.3% | -15.1% | -14.7% |
| YTD | +14.4% | +12.3% | +2.1% | -0.4% |
| 1Y | +16.5% | +12.4% | +4.0% | +1.5% |
| 3Y | +113.8% | +78.8% | +35.0% | +9.1% |
| All | +114.3% | +75.4% | +38.9% | +13.1% |
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