+140.1%
DARP vs SPY
+77.3%
+62.7%
-30.3%
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% | +1.6% |
| 7D | +1.2% | +0.1% | +1.1% | +1.0% |
| 30D | +0.9% | +0.1% | +0.8% | +0.8% |
| 3M | -3.0% | +2.0% | -5.0% | -5.1% |
| 6M | +15.6% | +13.0% | +2.6% | -0.6% |
| YTD | +28.1% | +13.5% | +14.6% | +9.7% |
| 1Y | +53.6% | +20.0% | +33.6% | +23.2% |
| 3Y | +129.6% | +77.2% | +52.4% | +17.9% |
| All | +140.1% | +77.3% | +62.7% | +24.5% |
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