-92.0%
DMRA vs SPY
+154.8%
-246.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.4% | +7.7% | +7.9% |
| 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% | +31.1% |
| 6M | +1.3% | +13.0% | -11.7% | -14.0% |
| YTD | +30.6% | +13.5% | +17.1% | +9.7% |
| 1Y | +902.0% | +20.0% | +882.0% | +692.7% |
| 3Y | +103.8% | +77.2% | +26.6% | +8.2% |
| 5Y | -72.7% | +81.9% | -154.6% | -85.4% |
| All | -92.0% | +154.8% | -246.8% | -96.0% |
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