-55.3%
DRAY vs SPY
+21.1%
-76.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.8% |
| 7D | -12.3% | -0.6% | -11.7% | -12.2% |
| 30D | -4.1% | -3.7% | -0.4% | -2.2% |
| 3M | -19.6% | -2.7% | -16.9% | -18.4% |
| 6M | -22.5% | +2.2% | -24.7% | -23.7% |
| YTD | -44.7% | +10.8% | -55.5% | -48.8% |
| 1Y | -39.2% | +11.2% | -50.5% | -43.9% |
| All | -55.3% | +21.1% | -76.4% | -61.2% |
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