-23.7%
DRAY vs SPY
+14.6%
-38.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.7% | +2.8% | +3.5% |
| 7D | +11.1% | -0.7% | +11.9% | +11.5% |
| 30D | +14.9% | -1.0% | +16.0% | +15.5% |
| 3M | -1.3% | -0.3% | -1.0% | -1.1% |
| 6M | -3.7% | +7.3% | -11.0% | -7.3% |
| YTD | -34.1% | +13.3% | -47.4% | -38.8% |
| 1Y | -23.7% | +14.8% | -38.4% | -29.6% |
| All | -23.7% | +14.6% | -38.3% | -29.6% |
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