+47.7%
DFAR vs SPY
+79.4%
-31.7%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.8% |
| 7D | -0.7% | -0.9% | +0.2% | -0.3% |
| 30D | +6.4% | -2.4% | +8.8% | +7.6% |
| 3M | +2.3% | -1.2% | +3.5% | +2.8% |
| 6M | +2.8% | +3.3% | -0.5% | +0.8% |
| YTD | +16.8% | +12.3% | +4.5% | +9.3% |
| 1Y | +14.1% | +12.4% | +1.7% | +6.7% |
| All | +47.7% | +79.4% | -31.7% | -14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling