+3.1%
SPYM vs DAR
-14.6%
+17.7%
-5.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.4% |
| 7D | +3.3% | +9.2% | -5.9% | +2.9% |
| 30D | -2.6% | -12.3% | +9.6% | -3.1% |
| 3M | -1.7% | -12.7% | +11.0% | -2.4% |
| 6M | +3.1% | -12.8% | +15.9% | +2.0% |
| All | +3.1% | -14.6% | +17.7% | +2.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling