-89.7%
DRIO vs SPY
+351.9%
-441.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +4.1% |
| 7D | +6.9% | +0.1% | +6.8% | +6.8% |
| 30D | -5.5% | +0.1% | -5.5% | -5.6% |
| 3M | -4.7% | +2.0% | -6.7% | -6.8% |
| 6M | -23.0% | +13.0% | -36.0% | -32.0% |
| YTD | -36.4% | +13.5% | -49.9% | -44.2% |
| 1Y | -29.2% | +20.0% | -49.1% | -41.2% |
| 3Y | -88.7% | +77.2% | -165.9% | -93.7% |
| 5Y | -97.4% | +81.9% | -179.3% | -98.6% |
| 10Y | -91.0% | +314.1% | -405.1% | -96.9% |
| All | -89.7% | +351.9% | -441.6% | -96.8% |
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 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