+16.9%
DFAR vs SPY
+90.6%
-73.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.6% |
| 7D | +1.8% | -2.7% | +4.6% | +3.7% |
| 30D | +8.0% | -5.4% | +13.4% | +12.0% |
| 3M | -1.0% | -4.1% | +3.1% | +1.6% |
| 6M | +1.2% | +0.7% | +0.5% | +0.1% |
| YTD | +15.2% | +8.7% | +6.6% | +7.8% |
| 1Y | +15.4% | +10.9% | +4.5% | +6.3% |
| 3Y | +42.7% | +75.0% | -32.3% | -10.6% |
| All | +16.9% | +90.6% | -73.7% | -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 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