+2,653.5%
SPY vs DAR
+1,334.0%
+1,319.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | -2.7% | -9.9% | +7.2% | -2.0% |
| 30D | -5.4% | -16.4% | +11.0% | -4.3% |
| 3M | -4.1% | -17.1% | +13.0% | -3.0% |
| 6M | +0.7% | -20.5% | +21.2% | +2.0% |
| YTD | +8.7% | +39.4% | -30.7% | +6.0% |
| 1Y | +10.9% | +57.2% | -46.4% | +7.2% |
| 3Y | +75.0% | +13.9% | +61.1% | +71.2% |
| 5Y | +67.8% | -40.8% | +108.6% | +70.0% |
| 10Y | +312.9% | +276.2% | +36.6% | +273.8% |
| All | +2,653.5% | +1,334.0% | +1,319.5% | +2,265.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling