+108.0%
DMRA vs SPY
+77.4%
+30.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.4% | +7.7% | +8.0% |
| 7D | +3.7% | +0.1% | +3.5% | +3.4% |
| 30D | -2.5% | +0.1% | -2.5% | -2.6% |
| 3M | +34.7% | +2.0% | +32.7% | +29.9% |
| 6M | +1.3% | +13.0% | -11.7% | -18.8% |
| YTD | +30.6% | +13.5% | +17.1% | +3.0% |
| 1Y | +902.0% | +20.0% | +882.0% | +630.4% |
| All | +108.0% | +77.4% | +30.7% | -11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling