-97.5%
DPRO vs SPY
+113.5%
-211.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.4% | +2.5% | +1.6% |
| 7D | -2.6% | +0.1% | -2.7% | -2.6% |
| 30D | -23.9% | -3.3% | -20.5% | -20.0% |
| 3M | -28.0% | -2.4% | -25.5% | -25.1% |
| 6M | -38.9% | +2.6% | -41.4% | -39.8% |
| YTD | -51.5% | +11.2% | -62.8% | -56.5% |
| 1Y | -60.4% | +13.4% | -73.8% | -65.1% |
| 3Y | -78.6% | +79.9% | -158.5% | -88.4% |
| 5Y | -95.8% | +72.2% | -168.0% | -97.3% |
| All | -97.5% | +113.5% | -211.0% | -99.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling