-5.7%
DRD vs SPY
+11.9%
-17.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.4% | -7.0% | -6.6% |
| 7D | +9.2% | -0.6% | +9.8% | +9.6% |
| 30D | -1.0% | -3.7% | +2.7% | +6.7% |
| 3M | +7.0% | -2.7% | +9.7% | +13.0% |
| 6M | -16.2% | +2.2% | -18.4% | -19.3% |
| YTD | -17.6% | +10.8% | -28.4% | -30.6% |
| 1Y | -5.7% | +11.2% | -16.9% | -20.7% |
| All | -5.7% | +11.9% | -17.6% | -20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling