+659.8%
DRD vs SPY
+304.1%
+355.7%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.4% | -7.0% | -7.2% |
| 7D | +9.2% | -0.6% | +9.8% | +9.4% |
| 30D | -1.0% | -3.7% | +2.7% | +0.6% |
| 3M | +7.0% | -2.7% | +9.7% | +8.3% |
| 6M | -16.2% | +2.2% | -18.4% | -16.5% |
| YTD | -17.6% | +10.8% | -28.4% | -19.8% |
| 1Y | -5.7% | +11.2% | -16.9% | -8.3% |
| 3Y | +218.7% | +76.5% | +142.2% | +169.2% |
| 5Y | +214.3% | +72.9% | +141.3% | +161.8% |
| 10Y | +659.8% | +304.8% | +354.9% | +638.9% |
| All | +659.8% | +304.1% | +355.7% | +638.9% |
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 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