+109.5%
DARP vs SPY
+73.7%
+35.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.4% | +0.7% | 0.0% |
| 7D | -2.7% | +0.1% | -2.8% | -2.8% |
| 30D | -15.7% | -3.3% | -12.4% | -11.7% |
| 3M | -13.1% | -2.4% | -10.6% | -10.0% |
| 6M | -11.7% | +2.6% | -14.3% | -13.9% |
| YTD | +11.8% | +11.2% | +0.6% | -1.4% |
| 1Y | +15.9% | +13.4% | +2.5% | 0.0% |
| 3Y | +112.8% | +79.9% | +32.9% | +8.0% |
| All | +109.5% | +73.7% | +35.8% | +11.9% |
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