-64.7%
DPRO vs SPY
+14.6%
-79.4%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.7% | -8.9% | -12.2% |
| 7D | -15.9% | -0.7% | -15.2% | -14.3% |
| 30D | -37.3% | -1.0% | -36.3% | -35.3% |
| 3M | -30.2% | -0.3% | -29.9% | -29.5% |
| 6M | -39.9% | +7.3% | -47.3% | -51.3% |
| YTD | -55.6% | +13.3% | -68.9% | -69.1% |
| 1Y | -64.7% | +14.8% | -79.5% | -76.2% |
| All | -64.7% | +14.6% | -79.4% | -76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling