-56.7%
DRAY vs SPY
+18.8%
-75.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.8% | +0.3% | -20.1% | -20.0% |
| 7D | -12.4% | -2.7% | -9.7% | -11.3% |
| 30D | -4.7% | -5.4% | +0.7% | -1.9% |
| 3M | -15.3% | -4.1% | -11.2% | -13.5% |
| 6M | -22.5% | +0.7% | -23.2% | -23.1% |
| YTD | -46.4% | +8.7% | -55.1% | -49.9% |
| 1Y | -37.2% | +10.9% | -48.1% | -42.2% |
| All | -56.7% | +18.8% | -75.5% | -62.0% |
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