-1.2%
DRIV vs SPY
+13.0%
-14.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | -0.7% |
| 7D | +0.4% | -0.9% | +1.3% | +2.1% |
| 30D | -7.9% | -2.4% | -5.5% | -3.5% |
| 3M | -16.8% | -1.2% | -15.7% | -14.8% |
| 6M | -27.3% | +3.3% | -30.6% | -30.9% |
| YTD | +0.1% | +12.3% | -12.2% | -16.9% |
| 1Y | -1.2% | +12.4% | -13.7% | -18.1% |
| All | -1.2% | +13.0% | -14.2% | -18.1% |
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