-87.3%
DRIO vs SPY
+12.1%
-99.3%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.6% | -0.4% | -23.3% | -23.6% |
| 7D | -46.9% | +2.6% | -49.5% | -46.9% |
| 30D | -76.9% | -2.0% | -74.9% | -76.6% |
| 3M | -82.8% | -2.8% | -80.0% | -82.7% |
| 6M | -84.4% | +2.1% | -86.6% | -84.1% |
| YTD | -88.9% | +11.5% | -100.4% | -88.1% |
| 1Y | -87.3% | +13.5% | -100.8% | -85.9% |
| All | -87.3% | +12.1% | -99.3% | -85.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling