-100.0%
DRCT vs SPY
+78.4%
-178.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -3.6% |
| 7D | -25.0% | +0.1% | -25.1% | -27.1% |
| 30D | -63.0% | -3.3% | -59.6% | -62.2% |
| 3M | -94.2% | -2.4% | -91.8% | -94.2% |
| 6M | -96.3% | +2.6% | -98.8% | -96.6% |
| YTD | -98.9% | +11.2% | -110.2% | -99.2% |
| 1Y | -99.7% | +13.4% | -113.1% | -99.7% |
| 3Y | -100.0% | +79.9% | -179.9% | -100.0% |
| All | -100.0% | +78.4% | -178.4% | -100.0% |
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 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