-99.2%
DRMA vs SPY
+78.7%
-177.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.9% | +3.3% |
| 7D | -3.8% | +0.5% | -4.4% | -3.9% |
| 30D | +13.6% | -0.9% | +14.6% | +13.7% |
| 3M | +3.3% | +3.9% | -0.6% | +3.0% |
| 6M | 0.0% | +14.5% | -14.5% | -1.0% |
| YTD | -46.1% | +12.9% | -59.0% | -46.6% |
| 1Y | -76.2% | +19.4% | -95.6% | -76.3% |
| 3Y | -99.2% | +78.5% | -177.7% | -99.3% |
| All | -99.2% | +78.7% | -177.9% | -99.3% |
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