-99.7%
DRCT vs SPY
+82.1%
-181.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -0.9% |
| 7D | -17.6% | +0.1% | -17.8% | -17.6% |
| 30D | -29.2% | +0.1% | -29.3% | -29.2% |
| 3M | -39.9% | +2.0% | -41.9% | -41.7% |
| 6M | -52.4% | +13.0% | -65.4% | -61.1% |
| YTD | -86.1% | +13.5% | -99.6% | -88.7% |
| 1Y | -98.0% | +20.0% | -118.0% | -98.6% |
| 3Y | -99.6% | +77.2% | -176.8% | -99.8% |
| All | -99.7% | +82.1% | -181.8% | -99.9% |
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