+18.7%
DFAR vs SPY
+95.1%
-76.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.8% | 0.0% |
| 7D | +2.5% | +0.1% | +2.4% | +2.3% |
| 30D | +7.4% | -3.3% | +10.7% | +9.7% |
| 3M | 0.0% | -2.4% | +2.5% | +1.6% |
| 6M | +3.0% | +2.6% | +0.4% | +0.6% |
| YTD | +17.0% | +11.2% | +5.8% | +7.8% |
| 1Y | +15.3% | +13.4% | +1.9% | +4.6% |
| 3Y | +48.0% | +79.9% | -31.9% | -9.0% |
| All | +18.7% | +95.1% | -76.4% | -30.3% |
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