-100.0%
DRMA vs SPY
+80.5%
-180.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.4% | -6.8% | -6.9% |
| 7D | -15.8% | -0.6% | -15.2% | -15.3% |
| 30D | -29.9% | -3.7% | -26.2% | -27.9% |
| 3M | -36.2% | -2.7% | -33.4% | -34.7% |
| 6M | -43.3% | +2.2% | -45.4% | -43.7% |
| YTD | -69.2% | +10.8% | -80.0% | -70.9% |
| 1Y | -77.8% | +11.2% | -89.1% | -79.1% |
| 3Y | -99.3% | +76.5% | -175.8% | -99.6% |
| 5Y | -100.0% | +72.9% | -172.9% | -100.0% |
| All | -100.0% | +80.5% | -180.5% | -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