-91.2%
DRIO vs SPY
+322.5%
-413.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.9% | +4.5% | +4.5% |
| 7D | -4.3% | -0.8% | -3.5% | -3.5% |
| 30D | -7.4% | -1.1% | -6.3% | -6.4% |
| 3M | -3.7% | +3.9% | -7.6% | -7.4% |
| 6M | -22.1% | +13.6% | -35.7% | -31.6% |
| YTD | -39.1% | +12.7% | -51.8% | -46.2% |
| 1Y | -2.3% | +17.5% | -19.8% | -17.2% |
| 3Y | -88.7% | +76.9% | -165.6% | -93.7% |
| 5Y | -97.3% | +83.6% | -180.9% | -98.5% |
| All | -91.2% | +322.5% | -413.7% | -96.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling