-55.0%
DRAY vs SPY
+22.7%
-77.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | 0.0% |
| 7D | -15.4% | -0.9% | -14.5% | -15.1% |
| 30D | -3.7% | -2.4% | -1.3% | -2.4% |
| 3M | -21.3% | -1.2% | -20.1% | -20.8% |
| 6M | -19.0% | +3.3% | -22.3% | -20.5% |
| YTD | -44.3% | +12.3% | -56.6% | -48.8% |
| 1Y | -38.8% | +12.4% | -51.2% | -43.7% |
| All | -55.0% | +22.7% | -77.7% | -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 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