+311.5%
SPY vs DAR
+367.0%
-55.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.5% | -1.2% |
| 7D | +0.5% | -0.9% | +1.4% | +0.7% |
| 30D | -0.9% | +13.0% | -13.9% | -3.9% |
| 3M | +3.9% | +15.0% | -11.1% | 0.0% |
| 6M | +14.5% | +26.8% | -12.3% | +7.3% |
| YTD | +12.9% | +86.4% | -73.5% | -3.7% |
| 1Y | +19.4% | +115.1% | -95.7% | -2.4% |
| 3Y | +78.5% | +14.6% | +63.8% | +65.2% |
| 5Y | +81.8% | -8.8% | +90.5% | +73.2% |
| 10Y | +311.5% | +356.5% | -45.0% | +128.3% |
| All | +311.5% | +367.0% | -55.5% | +128.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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