+53.0%
DMAR vs SPY
+112.0%
-58.9%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | +0.7% | +0.1% | +0.6% | +0.7% |
| 3M | +2.0% | +2.0% | 0.0% | +1.2% |
| 6M | +8.3% | +13.0% | -4.8% | +3.2% |
| YTD | +9.5% | +13.5% | -4.0% | +4.2% |
| 1Y | +12.8% | +20.0% | -7.1% | +5.0% |
| 3Y | +39.6% | +77.2% | -37.5% | +11.9% |
| 5Y | +45.3% | +81.9% | -36.6% | +14.1% |
| All | +53.0% | +112.0% | -58.9% | +13.4% |
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