+184.2%
DRH vs SPY
+835.3%
-651.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.5% | -1.3% |
| 7D | +2.9% | +3.3% | -0.4% | -2.2% |
| 30D | +9.3% | -2.7% | +12.0% | +13.6% |
| 3M | +18.6% | -1.7% | +20.4% | +21.3% |
| 6M | +38.4% | +3.1% | +35.3% | +30.5% |
| YTD | +64.7% | +11.9% | +52.8% | +36.3% |
| 1Y | +64.3% | +12.0% | +52.3% | +35.6% |
| 3Y | +95.7% | +78.2% | +17.5% | -23.5% |
| 5Y | +64.0% | +73.2% | -9.3% | -32.6% |
| 10Y | +91.8% | +309.6% | -217.8% | -80.4% |
| All | +184.2% | +835.3% | -651.1% | -90.5% |
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