+15.6%
DFAR vs SPY
+12.3%
+3.2%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.8% | +0.9% |
| 7D | +2.5% | +0.1% | +2.4% | +2.4% |
| 30D | +7.4% | -3.3% | +10.7% | +8.2% |
| 3M | 0.0% | -2.4% | +2.5% | +0.6% |
| 6M | +3.0% | +2.6% | +0.4% | +2.1% |
| YTD | +17.0% | +11.2% | +5.8% | +11.2% |
| All | +15.6% | +12.3% | +3.2% | +9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling