-93.6%
DMRA vs SPY
+149.6%
-243.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | -1.6% |
| 7D | +11.4% | +0.1% | +11.4% | +11.3% |
| 30D | +14.2% | -3.3% | +17.5% | +19.5% |
| 3M | -19.6% | -2.4% | -17.1% | -16.8% |
| 6M | -0.4% | +2.6% | -2.9% | -3.7% |
| YTD | +4.6% | +11.2% | -6.6% | -9.7% |
| 1Y | +386.3% | +13.4% | +372.9% | +317.5% |
| 3Y | +61.3% | +79.9% | -18.6% | -15.3% |
| 5Y | -72.5% | +72.2% | -144.7% | -84.5% |
| All | -93.6% | +149.6% | -243.2% | -96.7% |
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