-99.4%
DRMA vs SPY
+75.1%
-174.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | -1.4% | -2.7% | +1.3% | -1.0% |
| 30D | -31.8% | -5.4% | -26.4% | -31.5% |
| 3M | -31.2% | -4.1% | -27.1% | -30.8% |
| 6M | -39.8% | +0.7% | -40.5% | -39.3% |
| YTD | -67.1% | +8.7% | -75.7% | -66.7% |
| 1Y | -74.1% | +10.9% | -85.0% | -73.7% |
| 3Y | -99.4% | +75.0% | -174.4% | -99.0% |
| All | -99.4% | +75.1% | -174.5% | -99.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling