-100.0%
DRCT vs SPY
+75.1%
-175.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.3% | -17.0% | -17.2% |
| 7D | -6.2% | -2.7% | -3.5% | -4.9% |
| 30D | -66.8% | -5.4% | -61.4% | -64.6% |
| 3M | -94.3% | -4.1% | -90.2% | -94.2% |
| 6M | -97.7% | +0.7% | -98.4% | -97.9% |
| YTD | -98.9% | +8.7% | -107.6% | -99.2% |
| 1Y | -99.8% | +10.9% | -110.7% | -99.8% |
| 3Y | -100.0% | +75.0% | -175.0% | -100.0% |
| All | -100.0% | +75.1% | -175.1% | -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 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