-88.9%
DRIO vs SPY
+76.5%
-165.4%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.7% |
| 7D | -6.6% | -0.4% | -6.2% | -6.4% |
| 30D | -11.0% | -1.4% | -9.6% | -10.2% |
| 3M | -9.4% | +3.7% | -13.1% | -11.8% |
| 6M | -28.7% | +13.0% | -41.7% | -34.9% |
| YTD | -40.1% | +12.4% | -52.5% | -45.2% |
| 1Y | -25.4% | +18.5% | -43.9% | -34.6% |
| All | -88.9% | +76.5% | -165.4% | -94.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling