-75.4%
DMRA vs SPY
+72.1%
-147.5%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -1.5% |
| 7D | -8.9% | +2.6% | -11.5% | -12.2% |
| 30D | +17.2% | -2.0% | +19.2% | +20.6% |
| 3M | -29.7% | -2.8% | -26.9% | -26.8% |
| 6M | -10.6% | +2.1% | -12.7% | -13.5% |
| YTD | -6.1% | +11.5% | -17.6% | -20.2% |
| 1Y | -22.4% | +13.5% | -35.9% | -35.1% |
| 3Y | +50.3% | +77.7% | -27.4% | -24.2% |
| All | -75.4% | +72.1% | -147.5% | -86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling