-95.4%
DPRO vs SPY
+117.9%
-213.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.4% | -4.4% | -4.3% |
| 7D | +37.1% | +0.1% | +37.0% | +37.0% |
| 30D | +40.4% | +0.1% | +40.3% | +40.7% |
| 3M | -14.2% | +2.0% | -16.2% | -15.5% |
| 6M | -9.5% | +13.0% | -22.5% | -21.3% |
| YTD | -11.4% | +13.5% | -25.0% | -22.8% |
| 1Y | +35.7% | +20.0% | +15.7% | +12.3% |
| 3Y | -71.3% | +77.2% | -148.5% | -84.3% |
| 5Y | -93.6% | +81.9% | -175.5% | -96.4% |
| All | -95.4% | +117.9% | -213.4% | -98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling