+811.4%
SPYM vs DAR
+1,481.6%
-670.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.6% |
| 7D | +2.6% | +11.6% | -9.0% | +0.3% |
| 30D | -2.0% | -10.2% | +8.2% | 0.0% |
| 3M | -2.8% | -14.8% | +12.0% | 0.0% |
| 6M | +2.2% | -10.1% | +12.2% | +3.6% |
| YTD | +11.5% | +55.5% | -44.0% | +0.8% |
| 1Y | +13.5% | +61.7% | -48.2% | +1.6% |
| 3Y | +78.0% | +37.2% | +40.9% | +59.2% |
| 5Y | +73.1% | -26.9% | +100.1% | +72.5% |
| 10Y | +310.9% | +314.4% | -3.6% | +175.3% |
| All | +811.4% | +1,481.6% | -670.2% | +380.2% |
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