+15.4%
DFAR vs SPY
+99.2%
-83.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.3% |
| 7D | -1.1% | +0.1% | -1.3% | -1.2% |
| 30D | -3.2% | +0.1% | -3.2% | -3.2% |
| 3M | +0.3% | +2.0% | -1.7% | -1.4% |
| 6M | +3.0% | +13.0% | -10.0% | -5.8% |
| YTD | +13.7% | +13.5% | +0.1% | +3.4% |
| 1Y | +12.5% | +20.0% | -7.5% | -1.9% |
| 3Y | +33.0% | +77.2% | -44.2% | -16.8% |
| All | +15.4% | +99.2% | -83.8% | -33.1% |
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