+76.6%
DRLL vs SPY
+88.6%
-12.0%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.5% |
| 7D | -12.5% | -2.7% | -9.8% | -11.3% |
| 30D | -3.0% | -5.4% | +2.4% | -0.3% |
| 3M | +8.7% | -4.1% | +12.8% | +10.9% |
| 6M | +12.4% | +0.7% | +11.7% | +10.8% |
| YTD | +43.3% | +8.7% | +34.6% | +33.9% |
| 1Y | +44.6% | +10.9% | +33.7% | +33.1% |
| 3Y | +51.9% | +75.0% | -23.1% | -0.9% |
| All | +76.6% | +88.6% | -12.0% | +4.0% |
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