-100.0%
DRMA vs SPY
+81.6%
-181.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.4% | -5.7% | -5.8% |
| 7D | -18.7% | +2.6% | -21.3% | -20.0% |
| 30D | -6.3% | -2.0% | -4.3% | -4.8% |
| 3M | -60.4% | -2.8% | -57.7% | -59.5% |
| 6M | -47.8% | +2.1% | -49.9% | -48.2% |
| YTD | -73.2% | +11.5% | -84.7% | -74.8% |
| 1Y | -80.2% | +13.5% | -93.7% | -81.5% |
| 3Y | -99.4% | +77.7% | -177.1% | -99.6% |
| 5Y | -100.0% | +72.6% | -172.6% | -100.0% |
| All | -100.0% | +81.6% | -181.6% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling