+53.7%
DMAR vs SPY
+107.7%
-54.0%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.4% | +0.1% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | -0.3% | -3.3% | +3.0% | +0.9% |
| 3M | +1.1% | -2.4% | +3.5% | +1.9% |
| 6M | +3.3% | +2.6% | +0.8% | +2.2% |
| YTD | +10.0% | +11.2% | -1.3% | +5.3% |
| 1Y | +12.0% | +13.4% | -1.4% | +6.5% |
| 3Y | +40.4% | +79.9% | -39.5% | +12.0% |
| 5Y | +44.5% | +72.2% | -27.7% | +15.6% |
| All | +53.7% | +107.7% | -54.0% | +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 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