-45.0%
DRAY vs SPY
+24.1%
-69.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -2.9% | +0.1% | -3.0% | -3.0% |
| 30D | +8.9% | +0.1% | +8.9% | +8.9% |
| 3M | -5.1% | +2.0% | -7.1% | -5.8% |
| 6M | -0.4% | +13.0% | -13.4% | -8.7% |
| YTD | -31.9% | +13.5% | -45.4% | -37.7% |
| 1Y | -50.1% | +20.0% | -70.1% | -55.8% |
| All | -45.0% | +24.1% | -69.1% | -52.8% |
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