-57.1%
DRD vs SPY
+2,951.3%
-3,008.3%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.4% |
| 7D | -0.7% | +0.1% | -0.8% | -0.7% |
| 30D | +25.0% | +0.1% | +24.9% | +25.0% |
| 3M | +11.6% | +2.0% | +9.6% | +11.3% |
| 6M | -15.1% | +13.0% | -28.1% | -17.4% |
| YTD | -6.9% | +13.5% | -20.5% | -9.5% |
| 1Y | +39.8% | +20.0% | +19.8% | +34.2% |
| 3Y | +211.3% | +77.2% | +134.1% | +171.1% |
| 5Y | +252.4% | +81.9% | +170.5% | +204.1% |
| 10Y | +637.9% | +314.1% | +323.8% | +431.3% |
| All | -57.1% | +2,951.3% | -3,008.3% | -47.3% |
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