-81.5%
DPRO vs SPY
+78.1%
-159.6%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.1% |
| 7D | -11.4% | +2.6% | -14.0% | -15.4% |
| 30D | -27.6% | -2.0% | -25.6% | -25.0% |
| 3M | -38.7% | -2.8% | -36.0% | -35.5% |
| 6M | -46.7% | +2.1% | -48.8% | -47.6% |
| YTD | -59.0% | +11.5% | -70.5% | -64.5% |
| 1Y | -60.9% | +13.5% | -74.4% | -66.8% |
| 3Y | -81.5% | +77.7% | -159.2% | -82.3% |
| All | -81.5% | +78.1% | -159.6% | -82.3% |
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