+528.0%
SPYG vs DAR
+7,365.3%
-6,837.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.0% |
| 7D | +2.3% | +11.6% | -9.2% | +1.0% |
| 30D | -6.5% | -10.2% | +3.8% | -5.3% |
| 3M | -6.8% | -14.8% | +8.0% | -5.3% |
| 6M | -3.1% | -10.1% | +6.9% | -2.3% |
| YTD | +8.0% | +55.5% | -47.5% | +1.8% |
| 1Y | +10.2% | +61.7% | -51.5% | +3.3% |
| 3Y | +91.0% | +37.2% | +53.8% | +79.3% |
| 5Y | +67.7% | -26.9% | +94.7% | +67.8% |
| 10Y | +393.9% | +314.4% | +79.5% | +301.1% |
| All | +528.0% | +7,365.3% | -6,837.4% | +333.7% |
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