-97.5%
DRIO vs SPY
+79.8%
-177.3%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -2.9% |
| 7D | -5.7% | -2.0% | -3.7% | -3.7% |
| 30D | -14.2% | -1.7% | -12.6% | -12.7% |
| 3M | -8.7% | +4.7% | -13.5% | -13.5% |
| 6M | -28.1% | +12.5% | -40.6% | -37.3% |
| YTD | -42.2% | +11.7% | -53.9% | -49.3% |
| 1Y | -13.9% | +17.5% | -31.4% | -28.8% |
| 3Y | -89.1% | +76.6% | -165.6% | -94.7% |
| 5Y | -97.5% | +82.0% | -179.5% | -98.8% |
| All | -97.5% | +79.8% | -177.3% | -98.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling