+103.3%
DARP vs SPY
+69.7%
+33.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.1% |
| 7D | -8.3% | -2.7% | -5.6% | -4.9% |
| 30D | -18.9% | -5.4% | -13.5% | -12.6% |
| 3M | -14.4% | -4.1% | -10.3% | -9.3% |
| 6M | -14.5% | +0.7% | -15.2% | -14.6% |
| YTD | +8.5% | +8.7% | -0.2% | -1.3% |
| 1Y | +12.3% | +10.9% | +1.4% | -0.2% |
| 3Y | +105.1% | +75.0% | +30.1% | +7.8% |
| All | +103.3% | +69.7% | +33.6% | +12.0% |
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