-79.7%
DPRO vs SPY
+75.1%
-154.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +0.3% | +13.4% | +13.2% |
| 7D | -9.0% | -2.7% | -6.3% | -4.6% |
| 30D | -32.0% | -5.4% | -26.6% | -25.0% |
| 3M | -28.2% | -4.1% | -24.1% | -22.5% |
| 6M | -41.1% | +0.7% | -41.8% | -40.4% |
| YTD | -53.8% | +8.7% | -62.4% | -58.0% |
| 1Y | -59.1% | +10.9% | -70.0% | -63.7% |
| 3Y | -79.7% | +75.0% | -154.7% | -77.7% |
| All | -79.7% | +75.1% | -154.8% | -77.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling