+136.6%
DRH vs SPY
+849.1%
-712.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.8% |
| 7D | -4.9% | +0.1% | -5.0% | -5.1% |
| 30D | -8.9% | +0.1% | -9.0% | -9.0% |
| 3M | +5.5% | +2.0% | +3.5% | +1.5% |
| 6M | +22.7% | +13.0% | +9.7% | +0.7% |
| YTD | +37.1% | +13.5% | +23.6% | +11.5% |
| 1Y | +46.2% | +20.0% | +26.2% | +8.7% |
| 3Y | +67.2% | +77.2% | -10.0% | -33.6% |
| 5Y | +53.8% | +81.9% | -28.1% | -41.4% |
| 10Y | +59.1% | +314.1% | -254.9% | -83.9% |
| All | +136.6% | +849.1% | -712.5% | -92.2% |
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