+116.2%
DRIV vs SPY
+220.9%
-104.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +0.1% |
| 7D | +0.4% | -0.9% | +1.3% | +1.6% |
| 30D | -7.9% | -2.4% | -5.5% | -5.0% |
| 3M | -16.8% | -1.2% | -15.7% | -15.4% |
| 6M | -27.3% | +3.3% | -30.6% | -29.4% |
| YTD | +0.1% | +12.3% | -12.2% | -11.6% |
| 1Y | -1.2% | +12.4% | -13.7% | -12.8% |
| 3Y | +40.8% | +78.8% | -38.0% | -27.3% |
| 5Y | -0.3% | +75.2% | -75.5% | -46.3% |
| All | +116.2% | +220.9% | -104.6% | -34.8% |
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