-70.8%
DMRC vs SPY
+329.8%
-400.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | -0.9% |
| 7D | +1.0% | -0.7% | +1.8% | +2.1% |
| 30D | +43.0% | -1.0% | +44.0% | +45.6% |
| 3M | +17.7% | -0.3% | +18.0% | +18.5% |
| 6M | +6.3% | +7.3% | -1.0% | -4.5% |
| YTD | +32.9% | +13.3% | +19.6% | +9.5% |
| 1Y | -6.0% | +14.8% | -20.8% | -23.9% |
| 3Y | -69.1% | +82.9% | -152.0% | -87.3% |
| 5Y | -82.6% | +75.6% | -158.2% | -92.1% |
| 10Y | -70.8% | +330.5% | -401.4% | -96.1% |
| All | -70.8% | +329.8% | -400.6% | -96.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling