+243.1%
DRD vs SPY
+71.5%
+171.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.4% | +2.0% | +2.7% |
| 7D | +15.8% | +0.1% | +15.7% | +15.6% |
| 30D | +6.9% | -3.3% | +10.2% | +9.5% |
| 3M | +15.6% | -2.4% | +18.1% | +17.8% |
| 6M | -9.6% | +2.6% | -12.2% | -10.4% |
| YTD | -11.0% | +11.2% | -22.3% | -15.7% |
| 1Y | +5.5% | +13.4% | -7.8% | -0.9% |
| 3Y | +236.3% | +79.9% | +156.4% | +136.8% |
| 5Y | +243.1% | +72.2% | +171.0% | +130.7% |
| All | +243.1% | +71.5% | +171.7% | +130.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling