+307.2%
DMRA vs SPY
+9.9%
+297.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.3% | +8.1% | +7.4% |
| 7D | +10.3% | -2.7% | +13.0% | +19.3% |
| 30D | +17.1% | -5.4% | +22.5% | +39.4% |
| 3M | -20.7% | -4.1% | -16.6% | -10.4% |
| 6M | -4.0% | +0.7% | -4.7% | -15.1% |
| YTD | +3.0% | +8.7% | -5.7% | -54.9% |
| 1Y | +307.2% | +10.9% | +296.3% | -12.1% |
| All | +307.2% | +9.9% | +297.3% | -12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling