-58.9%
DRD vs SPY
+2,889.3%
-2,948.3%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.4% | +2.0% | +3.7% |
| 7D | +15.8% | +0.1% | +15.7% | +15.7% |
| 30D | +6.9% | -3.3% | +10.2% | +7.9% |
| 3M | +15.6% | -2.4% | +18.1% | +16.5% |
| 6M | -9.6% | +2.6% | -12.2% | -9.9% |
| YTD | -11.0% | +11.2% | -22.3% | -12.9% |
| 1Y | +5.5% | +13.4% | -7.8% | +2.9% |
| 3Y | +236.3% | +79.9% | +156.4% | +192.3% |
| 5Y | +243.1% | +72.2% | +171.0% | +200.2% |
| 10Y | +668.4% | +307.3% | +361.0% | +456.3% |
| All | -58.9% | +2,889.3% | -2,948.3% | -49.3% |
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