+100.5%
SPYG vs DAR
+14.9%
+85.7%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.4% | -0.8% |
| 7D | +1.2% | -0.9% | +2.1% | +1.3% |
| 30D | -1.6% | +13.0% | -14.5% | -3.0% |
| 3M | +3.4% | +15.0% | -11.6% | +1.5% |
| 6M | +18.9% | +26.8% | -7.9% | +15.1% |
| YTD | +13.8% | +86.4% | -72.6% | +4.7% |
| 1Y | +20.6% | +115.1% | -94.5% | +8.5% |
| 3Y | +100.5% | +14.6% | +85.9% | +90.5% |
| All | +100.5% | +14.9% | +85.7% | +90.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling