-93.7%
DMRA vs SPY
+143.9%
-237.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.3% | +8.1% | +8.0% |
| 7D | +10.3% | -2.7% | +13.0% | +14.4% |
| 30D | +17.1% | -5.4% | +22.5% | +26.2% |
| 3M | -20.7% | -4.1% | -16.6% | -16.1% |
| 6M | -4.0% | +0.7% | -4.7% | -5.0% |
| YTD | +3.0% | +8.7% | -5.7% | -8.2% |
| 1Y | +307.2% | +10.9% | +296.3% | +260.3% |
| 3Y | +51.9% | +75.0% | -23.1% | -17.3% |
| 5Y | -71.6% | +67.8% | -139.4% | -83.5% |
| All | -93.7% | +143.9% | -237.5% | -96.6% |
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